CRSP stock return database

Literature › Primary sources

Kind	stock market financial data
Producer	Center for Research in Security Prices, University of Chicago
Coverage	1969-1991
Works using it	2

Debates

Debate	Works
Sanctions, disinvestment and the anti-apartheid movement	3
Did the apartheid economy fail? Growth, productivity, investment and the post-1970s crisis	1

Works using this source

Work	As cited	Period	How used
III et al. (1995b)	University of Chicago Center for Research in Security Prices (CRSP) tapes	1969-1991	Daily stock returns and market index returns used to estimate market models and compute abnormal returns around announcement dates.
Teoh et al. (1999)	CRSP daily and monthly return data	c.1980s-1990	Firm, market (equal-weighted) and 4-digit SIC industry returns for the event-study abnormal returns.