首页/数据集/Center for Research in Security Prices (CRSP) Stock Files

Center for Research in Security Prices (CRSP) Stock Files

Name: Center for Research in Security Prices (CRSP) Stock Files
Creator: University of Chicago. Center for Research in Security Prices
Published: 2026-04-25T23:50:31+08:00

CISER Data & Reproduction Archive2026-04-25 收录

金融市场

资产定价模型

数据链接：

https://archive.ciser.cornell.edu/studies/2191 数据链接链接失效反馈

官方服务：

资源简介：

Center for Research in Security Prices (CRSP) Stock Files

应用场景：

提供机构：

University of Chicago. Center for Research in Security Prices

金融市场

投资回报

The net returns offered by the MSCI World and MSCI All Country World Index (ACWI) outperformed the rate of return provided by the MSCI Emerging Markets index. On a one-year rate of return, the MSCI Wo

www.statista.com2023-12-14 更新420

Mean Reversion and Consumption Smoothing

消费平滑理论

资产定价模型

Using a simple conventional model with additive separable utility and constant elasticity, we can explain mean reversion and consumption smoothing. The model uses the price of risk and wealth as state

NBER1989-04-01 更新60

Data Set for Analyzing the Horizontal Transmission Mechanism of Domestic Financial Markets to Agricultural Prices, 2017-2021

金融市场

农产品价格

Including the original data set and preprocessing data set two excel documents. The original dataset document contains time (month and year), wholesale price of agricultural products 200 index, indust

DataCite Commons2025-04-27 更新50

Welfare and Optimal Trading Frequency in Dynamic Double Auctions

金融市场

动态拍卖

This paper studies the welfare consequence of increasing trading speed in financial markets. We build and solve a dynamic trading model, in which traders receive private information of asset value ove

NBER2014-10-01 更新80

FALB PETER LAWRENCE ET AL Insider Trading Data

内幕交易

金融市场

Comprehensive dataset of insider trading activities for FALB PETER LAWRENCE ET AL, including Form 4 filings and transaction visualizations across multiple companies.

insiderviz.com60

Center for Research in Security Prices (CRSP) Stock Files

资源简介：

相关数据集