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CRSP Tapes
(redirected from CRSP Tape)

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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.


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11) To avoid possible data error, we also drop IPOs where the number of shares outstanding on the CRSP tapes is less than the number of shares offered from SDC.
0000) Notes: The monthly return series is the value-weighted market index portfolio return retrieved from CRSP tapes on the NYSE, AMEX, and NASDAQ from January 1926 to December 2001.
j] = 1 if the target j is publicly traded and listed on the CRSP tape and 0 otherwise.
 
 
 
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