Additional Information

Methodology Materials Archive

• Index Restatement Notice - January 2021
• New Industry Classification Methodology Impact on CRSP US Sector Indexes - August 11, 2020
• Enhanced ICB Code Implementation - April 28, 2020
• Ranking and Reconstitution Update - March 15, 2020
• Methodology Changes - July 2019
• Methodology Brief: Transitional Reconstitution
• Technical Update: January 6, 2017
• Index Reinstatement Policy

Linked Vanguard ETFs

• Vanguard funds tracking CRSP Indexes

Press Releases

• Bats and IEX to Become CRSP Exchanges of Interest - October 12, 2017
• CRSP Launches Investable Indexes - October 2012
• Vanguard - December 6, 2017
• Vanguard - October 2, 2012

NASDAQ Announcements

• NASDAQ OMX to Begin Dissemination of 10 New CRSP Indexes on GIDS Effective July 16, 2012

Publication PDFs

• Economist - November 18, 2010
• Wall Street Journal - November 27, 2010
• Morningstar Conversation - Feb/March 2011
• Journal of Indexes - The Index Is Dead, Long Live The Index - August 2013
• Journal of Business - Rates of Return on Investments in Common Stocks - January 2014
• Chicago Booth Magazine
  Winter 2011 - CRSP Indexes with John Heaton & Lubos Pastor
  Spring 2012 – The Generation of the First Index Fund

Video

• The CRSP Index Story (2012) with former Chicago Booth Dean Sunil Kumar, CRSP’s chief operating officer David Barclay, and Chicago Booth professors John C. Heaton and Lubos Pastor

Press Coverage

Vanguard’s selection of the CRSP Indexes for 16 U.S. stock and balanced index funds.

• AP
  Vanguard Move Highlights Little Known Index Costs

• Barron’s
  Citing Costs, Vanguard To Shift Benchmarks For 22 Funds
  New Indexes Are Just As Transparent: Vanguard

• Economist
  Index fingered

• Morningstar
  Vanguard Index Swap All About Cost

• Pensions & Investments
  Vanguard replaces MSCI-based benchmarks on 22 index funds

• Reuters
  Race to cut ETF costs may leave investors in the dark
  Vanguard dumps MSCI indexes from 22 funds to cut costs
  Analysis: Investors fret over MSCI outlook as ETF price war bites

Miscellaneous

• Barron’s 
  How Blockchain will Change Your Life 

• ETF Express 
  Vanguard Leads Push to Adopt Blockchain Tech to Improve Index Data Distribution  

• Institutional Investor 
  How “Greedy” Asset-Gathering Undermines Performance  

• Investment News 
  Vanguard Will Use Blockchain to Share Index Data 

• The New York Times 
  Apple is the Most Valuable Public Company Ever
  Hot Stocks Can Make You Rich But They Probably Won’t
  The Best Investments Since 1926? Apple  
  Why the Dow Isn’t Really the Stock Market