NOTICE: As of 2/2/2026, Morningstar has completed the acquisition of the Center for Research in Security Prices (CRSP). Learn more >>

Top Downloaded Papers Using CRSP Data – 2024

We are excited to share that CRSP’s research datasets were used in ~2,100 research papers published in 2024. Some of the most impactful include:

  • Which U.S. Stocks Generated the Highest Long-Term Returns? by Hendrik Bessembinder (W.P. Carey School of Business)
  • Scaling Core Earnings Measurement with Large Language Models by Matthew Shaffer (University of Southern California; University of Southern California – Marshall School of Business) and Charles C. Y. Wang; (Harvard University – Business School (HBS); Harvard University – Accounting & Control Unit; European Corporate Governance Institute (ECGI))
  • Long-Run Asset Returns by David Chambers (University of Cambridge – Judge Business School), Elroy Dimson (CEPR, University of Cambridge – Judge Business School), Antti Ilmanen (European Corporate Governance Institute (ECGI)) and Paul Rintamäki (AQR Capital Management, Aalto University
  • Watching the Watchdogs: Tracking SEC Inquiries using Geolocation Data by William Christopher Gerken (University of Kentucky – Finance), Steven Irlbeck (University of New Hampshire – Department of Accounting & Finance), Marcus Painter (Saint Louis University – Department of Finance) and Guangli Zhang (Washington University in St. Louis; Saint Louis University – Sinquefield Center for Applied Economic Research)
  • The Power Of Price Action Reading by Carlo Zarattini (Concretum Group) and Marios Stamatoudis (Independent)

When it comes to your research, you need data you can rely on. At CRSP, we are dedicated to providing the most trusted datasets to fuel your research. Explore CRSP Research Data Products.

VALLEY FORGE, PA (April 29, 2026)—Following Morningstar’s rebranding of the CRSP Market Indexes to Morningstar Indexes, Vanguard today announced upcoming changes to the names of multiple Vanguard U.S. equity index [...]
The rebrand of the CRSP indexes, with over $3 trillion in AUM benchmarked, solidifies Morningstar’s position as one of the top tier index providers and is an important new milestone [...]
Morningstar Indexes is changing the names of the CRSP Market Indexes. These changes will align the individual index names with the standard Morningstar naming convention. Morningstar will implement the name [...]
The April 2026 CRSP Market Indexes Methodology Guide is now available at crsp.org/indexes/crsp-market-indexes-methodology. [...]
Beginning July 1, 2026, governance of the CRSP Market Indexes will transition to the standard Morningstar Indexes Governance framework, replacing the governance authorities and procedures currently outlined in the CRSP [...]
As of July 1, 2026, CRSP will terminate the calculation and publication of the CRSP ISS ESG Indexes. [...]
CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its March 2026 quarterly index rebalancing. [...]
As of Monday, February 2, 2026, CRSP offices are now located at: 22 W. Washington St., Chicago, IL US Phone: +1 312-384-3735 Please update our contact information in your systems. [...]
Float Shares Investability Screen will be expanded to include a float-adjusted market capitalization test for adding or dropping a security. Below is the table outlining the existing and the new [...]
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