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Research Tip

Finding Historical Stock Price Data

Published: 02/15/2006

CRSP (Center for Research in Security Prices at the University of Chicago Graduate School of Business) is a primary source for historical monthly and daily data for common stocks traded on the NYSE, AMEX, and NASDAQ. The database includes daily price, returns, trading volumes, distributions, and identifiers. Up to now, CRSP stock data (NYSE) have been available on a monthly basis for the period beginning December 1925, while daily data (NYSE and AMEX) have been available for the period since July 1962. (NASDAQ data in CRSP begin in December 1972.) Now, CRSP has backfilled daily data for NYSE-traded stocks from 1925 through 1962.

These expanded daily data are scheduled to be available through WRDS by the end of February. The data can also be obtained through Baker Research Services.

Contact Sarah Eriksen

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