New from CRSP - may 2008
Welcome to the CRSP
forum 2008 Website!
(click here) >>
It's time to start planning, so take a look around and register today! Visit periodically for the most recent information as the site will be updated frequently.
CALL FOR PAPERS
DUE June 2!
Update: In order to encourage submissions from the broadest spectrum of the financial industry, we have lifted the requirement that research include CRSP data as one of its sources.
CRSP will award $2,000 to the best paper, voted on by attendees.
CRSP invites you to submit papers or presentations in all areas of finance and economics. For more information, click here.
forum 2008 keynote speakers
John Cochrane will be kicking off the CRSP Forum 2008 on Monday morning, November 3. His keynote speech is titled "The Second Revolution in Finance." Professor Cochrane is the Myron S. Scholes Professor of Finance at the University of Chicago Graduate School of Business.
Jonathan Sokobin will be the keynote speaker on Tuesday morning, November 4. Recently Dr. Sokobin was named the Securities and Exchange Commission's Director of Risk Assessment, responsible for helping SEC Divisions and Offices develop new ways to anticipate emerging issues and address potential problems in the securities markets.
CRSP Sells Performance Graph Division
CRSP is pleased to announce the sale of its stock performance graph business to Zacks Investment Research. Effective May 1, 2008, CRSP will no longer produce stock performance graphs.
Zacks holds the exclusive license for the use of the CRSP NASDAQ Historical Industry Indices and the Amex Historical Indices for this purpose for a period of two years. To facilitate a smooth transition for existing CRSP proxy graph subscribers, CRSP has provided Zacks with client lists and historical charts. This will allow for a seamless transfer between providers and uninterrupted service for you.
To order your stock performance graph after May 1st, please visit Zacks Investment Research at www.ziri.com/ztrac.htm, call 1.800.767.3771. ext.9214, or email zspp@zacks.com.
CRSP presents at SAS Global Forum
Taras Zlupko, Assistant Director of Data Quality and Custom Products, was a speaker at the SAS Global Forum 2008 in San Antonio, TX. The presentation focused on analysis of and access to the US Treasuries data available from CRSP in the context of the SAS environment. To read the full paper, click here. >>
CRSPSift 2.0 Coming Soon!
CRSP will release Version 2.0 of CRSPSift for Windows later this spring. This new version provides users new and eagerly awaited functionality.
New data output options include:
- Excel
- SAS
- Matlab
Users may now batch multiple queries and schedule batches to run at a designated time.
CRSP databases are now automatically found by the software offering a streamlined and very simple environment set up.
New mutual fund database!
CRSP is pleased to announce the release of the new CRSP US Survivor-Bias-Free Mutual Fund Database, which shipped at the end of March. The database is updated through December 2007 and contains the same tables that existed in its predecessor. Within some of the tables, several data items differ. In this initial release of the new Mutual Fund Database, the holdings table and asset allocation items exist, but are not populated. A second release of the database, due to ship some time between the end of April and the middle of May, will include a completed holdings table and the asset allocation information.
We welcome Lipper as our primary data source for the Mutual Funds Database. Much of the historical data prior to 1998 is CRSP’s and remains intact. Lipper has been able to provide some deeper history for daily NAVs, as well as provide some new Fund Style information.
A revised user manual is available here. >>
| May 8 | Monthly/Quarterly CRSP/Compustat Merged Database Ship Date |
| May 11-14 | CFA Institute Annual Conference - Vancouver, BC |
| May 16 | US Stock and Indices Database Ship Date |
| May 30 | CRSP/Ziman Real Estate Data Series Ship Date |
| June 4-6 | FMA European Conference - Prague, Czech Republic |
| June 6 | CRSP/Compustat Merged Database Ship Date |
| June 12 | FISD General Meeting - New York, NY |
| June 17 | US Stock and Indices Database Ship Date |
| June 30 | CRSP/Ziman Real Estate Data Series Ship Date |