New Datasets via WRDS

CRSP/Compustat Merged Database

The CRSP/COMPUSTAT Merged Database allows for concurrent database access to CRSP's stock data and Compustat's fundamental data. The CRSP Link accurately maps complex, many-to-many relationships over time between CRSP's unique permanent identifiers (PERMNO and PERMCO), and Compustat’s unique permanent identifier (GVKEY). This link permits the seamless time series examination of CRSP and of Compustat companies and securities side by side, regardless of CUSIP or ticker changes. CRSPLink is a product and is trademarked by CRSP.

CRSP Index History Intraday include second-by-second levels of CRSP’s investible Equity Indexes and End of Day levels.

CRSP Index History Intraday, generated by the investable CRSP Indexes, provides additional market data for scholarly research. The introductory time series provides the base for future product expansion, including additional index data as well as index holdings, Intraday, and end-of-day security data.

--Market Capitalization, Value/Growth, and Sector Index families
--Second-by-second, End-of-Day Price and Total Returns levels
--Flexible delivery and access options through web queries, the WRDS cloud and WRDS client server using PC SAS, Matlab, Stata, R, and Python, among many others
--Histories for indexes begin at different dates, tied to when the data was captured, not always to the date when indexed to 1000