Center for Research in Security Prices (CRSP) <Back to Last Page>     <Full Glossary>

Definition of Center for Research in Security Prices (CRSP): CRSP stands for Center for Research in Security Prices, a standard database of finance information at the University of Chicago. Has daily returns on NYSE, AMEX, and NASDAQ stocks.

Started in early 1970s by Eugene Fama among others. The data there was so much more convenient than alternatives that it drove the study of security prices for decades afterward. It did not have volume data which meant that volume/volatility tests were rarely done.

(Econterms)

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