CRSP tapes

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CRSP Tapes

Records of stock prices compiled on magnetic tapes and released in monthly and daily batches by the Center for Research in Security Prices.

CRSP tapes

A magnetic computer tape of monthly and daily stock prices. The tape is provided as a service by the Center for Research in Security Prices at the University of Chicago.
References in periodicals archive ?
firms on the CRSP tape still offers some substantial insights, at least as a case study.
All the dividends and stock prices are adjusted by the proper price adjustment factors obtained from the CRSP tape and then are expressed in real terms using the Consumer Price Index.
j] = 1 if the target j is publicly traded and listed on the CRSP tape and 0 otherwise.
It also performs a comparison against the market-proxy benchmarks of the CRSP tape composite portfolios in order to circumvent any statistical problems that might have arisen from event-date clustering.
CRSP, Value Line, and Wall Street Journal Index reflects the number of target firms (of the firms listed in Compustat Research tapes) that are also listed in the 1993 CRSP tape, followed by Value Line Investment Survey, and listed in the Wall Street Journal Index.
Other studies examining horizontal mergers have found rivals by using four-digit SIC product codes from the CRSP tape, Standard & Poor's Registry of Corporations, or Dunn and Bradstreet's Million Dollar Directory.
j] the number of stocks in the jth insurer's stock portfolio that have sufficient information on the PDE or CRSP tape to calculate monthly returns for 1978 through 1982.
3) We exclude firms whose first ex-dividend date comes during the initial year of listing in the CRSP tape.
CRSP tapes report stock prices and returns for all stocks listed on the NYSE, AMEX and NASDAQ exchanges.
However, their method ignores announcements of dividend omissions, since these are not reported on the CRSP tapes from which they obtain their data.
Securities for which CRSP had returns from the first day of daily data on CRSP tapes (July 2, 1962 for NYSE/AMEX firms; Dec.
This sample is compiled from the delistings due to takeovers obtained from the CRSP tapes.