WRDS - Wharton Research Data Services

Description

The Center for Research in Security Prices, CRSP, is a research center at the Graduate School of Business at the University of Chicago. It 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- and cap-based portfolios, treasury bond and risk-free rates, and mutual fund databases. It also provides CRSP/Compustat Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data. CRSP is the leading source for the most comprehensive and accurate historical US databases available.

CRSP's unique and permanent security and company identifiers, PERMNO. and PERMCO., offer uninterrupted time-series analysis by tracking securities across time, regardless of identifier changes to CUSIP, ticker, company name, SIC Code, and exchange. This feature permits accurate time-series and events studies.

The CRSP data files are proprietary, the data copyrighted and usage restricted to personal or academic use in accordance with permissions as identified at http://www.crsp.com.

For more information regarding CRSP products, visit the CRSP home page.

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Basic Search Tips

For more about this dataset, see the Dataset List, Manuals and Overviews or FAQs.

To view a brief tutorial on this database, please see the E-Learning video: Overview of CRSP.

Follow this link to see a WRDS Demo.

Additional resources are available from any WRDS web page by clicking on the "support" tab located at the top of your screen. You will find several listings including:

  • WRDS FAQ: This resource contains the most detailed information on using WRDS, including a system overview, data content and access, and extensive help on using SAS and FORTAN programs to extract data.
  • SAS FAQ: This is an excellent resource for users just getting started with SAS.
  • Online Manuals: All electronic manuals published by vendor providers (i.e. CRSP) are available under this link.
  • Downloads: TCP script for connecting to WRDS via SAS/CONNECT
  • Restore Request: Electronic form to be submitted in the event output is lost.