CRSP In Action

Monthly reports summarizing our indexes data performance and citations in research papers:

2022
January | February | March | April | May | June

2021
January | February | March | April | May | June | July
August | September | October | November | December

2020
August | September | October | November | December

 

CRSP in the News

Why Vanguard Value Index Is a Good Investment Today

Morningstar

According to Morningstar, “Vanguard Value Index's (VVIAX) broadly diversified portfolio, low turnover, and pronounced cost advantage make it one of the best large-value funds available.”

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.

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

Morningstar

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

Forbes

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

Author Information:
Chuchu Liang | University of California, Irvine
Ben Lourie | University of California, Irvine
Alexander Nekrasov | University of Illinois at Chicago

Climate Change Risk

Author Information:
Ravi Bansal | Fuqua School of Business, Duke University
Dana Kiku | University of Illinois at Urbana-Champaign
Marcelo Ochoa | Federal Reserve Board

Corporate Culture and Mergers and Acquisitions: Evidence from Machine Learning

Author Information:
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