Documentation of CRSP at UNT

What is CRSP? 

The Center for Research in Security Prices (CRSP), is a financial research center at the Graduate School
of Business at The University of Chicago. CRSP maintains the most comprehensive historical data files
on the market. The unparalleled accuracy of the data files have made them a staple of academic and
commercial research since 1960. CRSP files cover common stocks listed on the NYSE, AMEX and
Nasdaq Stock Markets, US Government Treasury issues, and US Mutual Funds. The Center has a wide
variety of financial and economic indices (market, total return, cap-based and custom) and other statistics
used to gauge the performance of the broader market and economy in general. CRSP also provides proxy
graphs for 10K SEC filing, monthly cap-based reports and custom data sets and extractions. Data is not
available online
 

The CRSP services available in the College of Business Administration are:

    1.  CRSP US Stock Database
    2.  CRSP US Indices Database

Assessing CRSP

    CRSP data can be accessed through:

•     User-written FORTRAN code or C programs,
•     CRSP Utilities: TS_Print and stk_print.
•     and in SAS format on the College network.
  
  User-written FORTRAN or C programs versus CRSP Utilities: The table below compares three popular CRSP access methods - User-written FORTRAN codes, C programs, and CRSP Utilities.
   

  	FORTRAN	C Programs	CRSP Utilities
  Security Prices Extraction	√  √  √  √  √	√  √  √  √  √	√  √  √  √  √
  Dividends and Splits	√  √  √  √	√  √  √  √	√  √
  Entire Header Information	√  √  √  √  √	√  √  √  √  √	√
  Historical Permno & Cusip	√  √  √  √	√  √  √  √  √	√  √  √  √  √
  Merger and Acquisitions	√  √  √  √  √	√  √  √  √	√
  Ease of Use	√  √  √	√	√  √  √  √  √

  
  CRSP data is maintained on sol.acs.unt.edu, Academic Computing Services (ACS) multiuser
  research UNIX system. To access CRSP data, you must have an account on sol. You may
  apply for sol access via the UNT Internet Services Account Management page. Students must
  have a faculty sponsor in order to gain access to sol.

CRSP User's Guide (pdf format):

• CRSP Data Description Guide for US Stock Database and US Indices Database
• CRSP SFA Guide for US Stock Database and US Indices Database
• CRSP Utilities Guide for US Stock Database and US Indices Database
• CRSP Programmers Guide
   

Additional Resource:

Dr. Baczewski's web page (documents CRSP on Sol)
To view a sample program, click here.
 

Sources: CRSP Utilities Guide, Center for Research in Security Prices, The University of Chicago, Graduate School of Business.