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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.


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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.
Although there are over 100 Israeli firms traded in US markets, most of them are not included in the CRSP tapes because CRSP does not cover foreign stocks that are traded in the US and are not ADRs.
Methods Event Study Technique This study generated abnormal returns from CRSP tapes using the event study method (Fama et al.
 
 
 
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