Security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.
Provides stock indices, beta- and cap-based portfolios, Treasury bond and risk-free rates of return on daily, monthly, quarterly, and annual basis for the NYSE and AMEX from 1925-present and from 1972-present for Nasdaq markets.
Includes these five groups of indices from Center for Research in Security Prices, LLC:
- CRSP Stock File Indices
- CRSP Cap-Based Portfolios
- CRSP Indices for the S&P 500 Universe
- CRSP Treasury and Inflation (CTI) Indices
- CRSP Select Treasury Indices
Learn more about CRSP Stocks and Indices.
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UNC-CH users with additional password
https://wrds-www.wharton.upenn.edu/pages/get-data/center-research-security-prices-crsp/