Answered By: Steve Runge Last Updated: May 08, 2018 Views: 52
The Center for Research in Security Prices (CRSP), a financial research center at the Graduate School of Business at The University of Chicago, maintains the most comprehensive historical data files on the market. CRSP archives historical data spanning from December 1925 to the present. CRSP's trademark of unique issue identifiers tracks a continuous history of securities, providing a seamless time-series examination of the issue's history.
BC has access to CRSP through Wharton Research Data Services (WRDS).
BC Faculty (personal and class accounts), PhD and Masters level students may set up accounts directly from the WRDS web site:http://wrds-web.wharton.upenn.edu/ Research assistants working for faculty may also request accounts with faculty approval. All other students email firstname.lastname@example.org for information about setting up an account.
For other WRDS datasets and other financial databases, see the links below: