CRSPM 2013 Historical Indexes Research Database

CRSPM 2013 Historical Indexes Research Database

From this October onwards, the database of CRSP (Center for Research in Security Prices), which includes a collection of security price, return, and volume data for the NYSE, AMEX, and Nasdaq stock markets, will be temporarily expanded with an Historical Indexes Research Database. 

This CRSPMI 2013 Historical Indexes database will provide day-by-day index levels, opening and closing constituents, and pro forma data from CRSP’s suite of investable market indexes from 2013 to the present day. 

Data will be available quarterly with a one-month lag. The first set of data will include data from 2013 until September 30, 2023 and be released on October 31, while the access will expire in November 2024. The database will be available via the WRDS platform: Wharton WRDS Login (upenn.edu). For more information, please contact lis-financialdatasupport@tilburguniversity.edu.