CRSP Coverage and Securities Available
Explore the coverage of Common Stocks, ADRs, ETFs, and more in CRSP data services. Learn about the securities included and excluded, and compare CRSP coverage with Compustat Fundamentals. Discover the number of US Common Stocks in CRSP over the years and delve into the data on ETFs and ADRs.
Download Presentation
Please find below an Image/Link to download the presentation.
The content on the website is provided AS IS for your information and personal use only. It may not be sold, licensed, or shared on other websites without obtaining consent from the author. If you encounter any issues during the download, it is possible that the publisher has removed the file from their server.
You are allowed to download the files provided on this website for personal or commercial use, subject to the condition that they are used lawfully. All files are the property of their respective owners.
The content on the website is provided AS IS for your information and personal use only. It may not be sold, licensed, or shared on other websites without obtaining consent from the author.
E N D
Presentation Transcript
WHARTON RESEARCH DATASERVICES CRSP Coverage April 15, 2020
CRSP in WRDS: The Coverage What is included and what is not. Common stocks, ADRs and ETFs coverage Stock Exchanges. Compare CRSP coverage with Compustat Fundamentals 2 Wharton Research Data Services
1. What is included and what is not
The most important securities available in CRSP are: Common Stocks ADRs ETFs Closed-End Mutual Funds REITs (Real Estate Investment Trusts). What securities are not in CRSP? Rights and warrants. Preferred shares. Over the Counter (OTC) Bulletin Board Issues. When Issued Trading securities. 4 Wharton Research Data Services
2. Common Stocks, ADRs and ETFs coverage
US Common Stocks (share code = 10 and 11) Number of US Common Stocks in CRSP 8000 1998 7000 1972 6000 5000 4000 3000 1962 2000 1000 0 19251231 19270930 19290629 19310331 19321231 19340929 19360630 19380331 19391230 19410930 19430630 19450331 19461231 19480930 19500630 19520331 19531231 19550930 19570628 19590331 19601230 19620928 19640630 19660331 19671229 19690930 19710630 19730330 19741231 19760930 19780630 19800331 19811231 19830930 19850628 19870331 19881230 19900928 19920630 19940331 19951229 19970930 19990630 20010330 20021231 20040930 20060630 20080331 20091231 20110930 20130628 20150331 20161230 20180928 6 Wharton Research Data Services
ETFs (share code = 73) ADRs (share code = 31) # ETFs vs # Common Stocks # of ADRs 7000 500 6000 450 400 5000 350 4000 300 250 3000 200 2000 150 100 1000 50 0 0 20060531 20170831 20010531 20020830 20031128 20050228 20070831 20081128 20100226 20110531 20120831 20131129 20150227 20160531 20181130 20200228 19540730 19570731 19600729 19630731 19660729 19690731 19720731 19750731 19780731 19810731 19840731 19870731 19900731 19930730 19960731 19990730 20020731 20050729 20080731 20110729 20140731 20170731 etf common stocks 7 Wharton Research Data Services
3. Coverage by Stock Exchanges.
CRSP Coverage by Stock Exchange # of Securities per exchange 10000 10000 9000 9000 BATS 8000 8000 7000 7000 ARCA 6000 6000 NASDAQ 5000 5000 4000 4000 3000 3000 AMEX 2000 2000 NYSE 1000 1000 0 0 19251231 19271130 19291031 19310930 19330831 19350731 19370630 19390531 19410430 19430331 19450228 19470131 19481231 19501130 19521031 19540930 19560831 19580731 19600630 19620531 19640430 19660331 19680229 19700130 19711231 19731130 19751031 19770930 19790831 19810731 19830630 19850531 19870430 19890331 19910228 19930129 19941230 19961129 19981030 20000929 20020830 20040730 20060630 20080530 20100430 20120330 20140228 20160129 20171229 20191129 NYSE AMEX NASDAQ ARCA BATS 9 Wharton Research Data Services
4. Coverage CRSP vs Compustat
CRSP vs Compustat Coverage # unique firms 9000 8000 crsp 7000 6000 5000 4000 3000 2000 1000 0 crsp 11 Wharton Research Data Services
CRSP vs Compustat Coverage # unique firms 9000 8000 crsp 7000 6000 5000 compustat 4000 3000 2000 1000 0 compustat crsp 12 Wharton Research Data Services
CRSP vs Compustat Coverage # unique firms 9000 8000 crsp 7000 6000 5000 compustat 4000 3000 crsp-compustat-merge (ccm) 2000 1000 0 crsp-compustat-merge compustat crsp 13 Wharton Research Data Services
Summary What is included and what is not. Common stocks coverage ADRs coverage ETFs coverage Coverage by Stock Exchanges. Compare CRSP coverage with Compustat Fundamentals 14 Wharton Research Data Services
