Database info

The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of 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, and real estate data.

The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes distribution information and calculated total returns. CRSP Indices database contains five groups of CRSP indices: the CRSP Stock File Indices, the CRSP Cap-Based Portfolios, the CRSP Indices for the S&P 500 Universe, the CRSP Treasury and Inflation (CTI) Indices, and the CRSP Select Treasury Indices. CRSP is only available via Wharton Research Data Service (WRDS). It is not accessible as a separate database.

The CRSP Survivor-Bias-Free US 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 ensure 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.

The CRSP and Compustat database have merged into a new dataset (CCM) This merger provides CRSP and Compustat subscribers with a convenient way to link CRSP market and corporate action data with Compustat fundamental data. To access the CCM database. CRSP & Compustat Merged Database is available via the overview of CRPS datasets Per item, you can follow a fixed procedure to select what type of data, over what period, and in what format the data should be provided. Manuals and help are available in the database via the link ‘Support’.

Please keep in mind that not all datafiles in CRSP are accessible for UM students & employees due to license restrictions.

Access information

The WRDS interface is only accessible via a WRDS account. An account can be requested via the WRDS start page. Only regular Maastricht University email accounts are accepted. WRDS requires staff to have a UM contract. Students are no longer allowed to use the WRDS databases after their graduation. Unfortunately, UM-Alumni-accounts are excluded due to license restrictions.

Accessing the WRDS interface will require a Two-Factor Authentication (2FA) by Duo Security. See the WRDS 2FA documentation & FAQ for detailed instructions and answers to common questions.

How to login to WRDS using 2FA
FAQ for 2FA by Duo

Go to database 

Guides & training

CRSP Basics or look for the appropriate Data Vendor Manual under Support, once you have logged in to WRDS.

Support