Research Computing >> Data >> CRSP
CRSP databases can be accessed both through a web interface and via Unix, programming in SAS or Fortran. To facilitate access, Kellogg has subscribed to Wharton Research Data Services (WRDS). WRDS's servers is the main access environment for CRSP data, offering the most current files.
CRSP can be accessed by Kellogg faculty and doctoral students using their WRDS accounts. MBA students may obtain a temporary account and password to the WRDS's web interface in the context of a course, if the faculty member uses it for instructional purposes and applies for a class account. Otherwise, for automatic login (controlled by IP address) from the first and second floors in the Jacobs Center, as well as the lab workstations in Wieboldt Hall, please point your web browser to wrds.wharton.upenn.edu/connect.
Faculty members may install CRSP in their office workstations. The complete installation (including the merged CRSP/Compustat files) takes about 3GB of space. Contact Research Computing to borrow the media.
CRSP is a collection of datasets with basic and derived information for securities traded in on U.S. exchanges (NYSE, AMEX, and NASDAQ). Monthly data starts generally in 1925, while daily data starts in 1962. Kellogg is subscribed to the following CRSP datasets:
Security identifiers such as name, CUSIP, and ticker, are linked to unique CRSP identifiers, allowing complete time-series analysis even if the security identifiers change over time.
CRSP, Center for Research in Security Prices
Faculty and doctoral students may apply for accounts on request form. The login and password are sent to Kellogg's representatives for WRDS, Patricia Ledesma and Damba Lkhagvasuren. Faculty and doctoral students may also apply for an account on Kellogg's Unix server, skew3, where they can use a wide variety of mathematical and statistical software to analyze data extracted from WRDS.
Some useful links about CRSP:
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