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CRSP(Center for Research of Security Prices)数据库说明

2012-06-22
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数据库购买方:kaiyun体育登录网页入口

订购产品名称:Center for Research of Security Prices(CRSP)

数据库简介:证券价格研究中心(CRSP)由芝加哥大学商学员工院于1960年成立,是证券领域极具权威的数据库。该库广泛收录了美国上市公司的股票价格和交易数据,提供自1926年以来美国上市公司单日、月度、年度的股票价格、收益率、红利、交易信息等数据。

收录数据时间范围

纽约证券交易指数:数据资料始于1925年12月31日

美国证券交易指数:数据资料始于1962年7月2日

纳斯达克证券交易指数:月数据资料始于1972年12月29日,日数据资料始于1972年12月14日

适用学科范围:会计、金融、财务管理等经济学学科

研究用途:可用于支持对美国上市公司的回溯性研究

访问方式该数据库通过WRDS平台提供访问,用户需拥有WRDS个人账户,方可使用。(WRDS个人账户申请

已购产品简介:

1、CRSP 1925 US Stock Database(CRSP1925美国股票数据库)

内容包括NYSE、AMEX以及NASDAQ普通股的价格、成交量及报酬率资料等基本市场指标。

2、CRSP 1925 US Indices Database(CRSP1925美国指数数据库)

CRSP美国指数数据库包括五组CRSP指数:CRSP股票档案指数、CRSP盘股组合、标普500CRSP指数、CRSP国库券和通膨指数、Andex国库券指数。

3、Daily/Monthly US Treasury Database

The CRSP US Treasury and Inflation Series contain returns and index levels on the US Government Bond Fixed Term Index Series, and the Risk Free Rates File. The US Treasury database begins in 1925 for month-end data and in 1961 for daily data. Over 1.6 million end-of-day price observations for 3,350 US Treasury bills, notes, and bonds and over 101,500 prices for 5,300 month-end issues are included in the databases.

4、CRSP SBF US Mutual Fund DatabaseMutual Funds

As the provider of the only complete database of both active and inactive mutual funds, CRSP leads the way in mutual fund research. The CRSP Survivor-Bias-Free US Mutual Fund Database serves as a foundation for research in and benchmarking for this asset class. Central to this work is the use of survivor-bias-free data to insure the accuracy of performance benchmarks, and the validity of analyses. Created according to clear, unbiased and systematic processes, this database undergoes rigorous procedures employed to promote data accuracy, timeliness and consistency.

该库目前包含大约39000支开放式基金完整的历史资料,其中,超过26000支处于活跃状态,近13000支已摘牌。

基金类型包括:股票基金、应税和市政债券基金、国际基金、货币市场基金、可变年金相关基金、ETF、ETN。

5、Daily/Monthly CRSP/Ziman RE DB

The CRSP/Ziman Real Estate Data Series represents a collaborative effort between theRichardS.ZimanCenterfor Real Estate at the UCLA Anderson School of Management and The Center for Research in Security Prices at theUniversityofChicago. The REIT data series is a unique research resource whose development merges CRSP experience in academic-quality financial database and indices creation with theZimanCenter's expertise in markets and the collection of real estate data.