News & Updates

CRSP Reports

CRSP Count™ Q3 2023

CRSP Count™ counts stocks in different market capitalization segments – Mega, Mid, Small and Micro – using CRSP Investible Indexes methodology. As the universe of securities changes, CRSP Count™ helps track the changes in numbers of securities by market cap segments through time.

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CRSP Market Indexes US Market Update - September 2023

CRSP continues with its new monthly series for September 2023.

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CRSP ISS ESG Indexes - September 2023 Monthly Update

The latest release of the CRSP ISS ESG Indexes Monthly Update, a brief but informative review of the products and their performance

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CRSP IPO Report - Q3 2023

CRSP US Total Market Index includes most of the new IPOs within five trading days of listing. A new report from CRSP looks at the trends in IPOs and their impact on CRSP Market Indexes.

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CRSP in the News

Douglas Diamond wins Nobel Prize for research on banks and financial crises

Douglas W. Diamond, professor of the University of Chicago and longtime member of the CRSP Advisory Board, has been awarded the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2022.

How Big Tech Broke Smaller-Company Investing

The behemoths of the stock market have become so big that they’re distorting gauges that define company size. CRSP’s definition of large stocks includes those in the top 85% of the entire market. The norm from other index providers is to count stocks from the biggest down and define those after a certain number as small.

Visit Us at the 2023 FMA International Annual Meeting

Come visit us in Booth 208 at the 2023 FMA International Annual Meeting in Chicago from October 11-14!

Best value ETFs

The Vanguard Value ETF seeks to track the performance of the CRSP U.S. Large Cap Value Index, which measures the returns of large-cap value stocks. The fund holds about 350 different stocks.

Passive ETFS Hit by Billion-Dollar Rebalancing Costs

Research shows US index trackers lose out on nearly $4bn a year due to price moves created by front-running.

The Mutual Fund That Ate Wall Street - Based on an Index Few People Know About

Vanguard’s Total Stock Market Fund, at $1.3 trillion in assets, is a market unto itself - powered by an unassuming index called CRSP.

When It Comes to Indexes, the Devil is in the Details

Indexes have broad reach, but the amount of the U.S. market’s investable market capitalization they capture varies. Broad diversification ensures that investors have a stake in the market’s winners and mitigates the impact of owning a lot of losers. This article describes how the CRSP Indexes seek to deliver optimal and comprehensive market exposure.

Vanguard Is Now Using Blockchain Technology To Help Manage $1.3 Trillion In Index Funds

Vanguard, the 44-year-old mutual giant famous for popularizing index investing, has completed one of the most noteworthy implementations of blockchain technology for a financial institution to date.

Research Papers Using CRSP Data

The Gender Position Gap and Firm Performance

CRSP/Compustat Merged Database

Chuchu Liang | University of California, Irvine

Ben Lourie | University of California, Irvine

Alexander Nekrasov | University of Illinois at Chicago

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The Gender Position Gap and Firm Performance

Climate Change Risk

CRSP/Compustat Merged Database, CRSP US Stock Databases, CRSP US Treasury Database

Ravi Bansal | Fuqua School of Business, Duke University

Dana Kiku | University of Illinois at Urbana-Champaign

Marcelo Ochoa | Federal Reserve Board

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Climate Change Risk

Corporate Culture and Mergers and Acquisitions: Evidence from Machine Learning

CRSP/Compustat Merged Database

Kai Li | Sauder School of Business, University of British Columbia

Feng Mai | Stevens Institute of Technology

Rui Shen | Nanyang Business School, Nanyang Technological University

Xinyan Yan | School of Business Administration, University of Dayton

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Corporate Culture and Mergers and Acquisitions: Evidence from Machine Learning