WRDS

Finding a Time Series of Stock Prices in CRSP

Please note: CRSP stock prices are UNADJUSTED prices. There are no prices in CRSP that have been adjusted for splits.

Choose Database

• "CRSP"
• From list of Annual Updates on left, choose "Monthly Stocks".

Step One: Date Range

• Set Beginning Date to Jan 1925.
• Set Ending date to Dec 2008.

Step Two: Search

• Set "Search By" to CUSIP.
• Select Method #1 "Company Codes".
• Click on "Code Look Up" link.
• New Code Look Up window will open.
• Type "General Electric" into search box.
• Hit "Find" button.
• Copy and paste the CUSIP for General Electric back into the "Company Codes" box on the WRDS page using the right mouse cut and paste commands.
• If you are entering multiple codes leave a single space between them.
• Leave all other boxes as is.

Step Three: Variables

• In "Identifying Information" section check "Company Name".
• In "Time Series Information" section check "Price".
• Leave all other boxes as is.

Step Four: Output

• Choose a "Tab-delimited text (*.txt)" format.
• Leave all other boxes as is.

Click "Submit Request" button

• "Data Request Summary" window will open.
• Right mouse click on the highlighted file name.
• Choose "Save Target As" option.
• Save as a .txt file to your computer.

Open File in Excel

• You should have a spreadsheet with four columns: PERMNO (CRSP Permanent Company Number), DATE, COMNAM (Company Name), PRC (Closing Price of Bid/Ask average).
• For a description of each data item, click on the "Data Contents" selection on the right on the original search screen next to "Step Three".