Zur Kurzanzeige

CRSP

dc.date.accessioned2021-09-24T11:46:44Z
dc.date.available2021-09-24T11:46:44Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1379
dc.description.abstractOur portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the commercial market depend on CRSP’s historical depth and unrivaled quality in order to perform backtesting and modeling calculations. In the government sector, regulators and policy makers value CRSP’s complete data sets as the basis for financial and economic research.
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectFinancial Markets
dc.subjectTransparency Lab
dc.subjectSystemic Risk Lab
dc.subjectFinancial Institutions
dc.subjectHousehold Finance
dc.subjectFinancial Intermediation
dc.titleCRSP
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2106?Option-Implied Information and Predictability of Extreme Returns
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2107?Growth Options and Firm Valuation
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2126?Systemic Risk in the Financial Sector: What Can We Learn from Option Markets?
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2137?Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2240?Predictors and Portfolios Over the Life Cycle
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2283?Consumption-Portfolio Choice with Preferences for Cash
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2288?Level and Slope of Volatility Smiles in Long-Run Risk Models
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2318?Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2326?Portfolio Similarity and Asset Liquidation in the Insurance Industry
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2331?Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2370?The Collateralizability Premium
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2371?Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2389?Accounting for Financial Stability: Lessons from the Financial Crisis and Future Challenges
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2395?Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2423?Momentum-managed equity factors
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2429?Discount rates, debt maturity, and the fiscal theory
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2434?The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors
dc.source.filenameCRSP.csv
dc.subject.keywordsextreme value theory
dc.subject.keywordstail measure
dc.subject.keywordsimplied correlation
dc.subject.keywordsvariance risk premium
dc.subject.keywordsoption-implied distribution
dc.subject.keywordspredictability
dc.subject.keywordsportfolio optimization
dc.subject.keywordsfirm valuation
dc.subject.keywordsreal options
dc.subject.keywordsvolatility
dc.subject.keywordsr&d expenses
dc.subject.keywordspca
dc.subject.keywordssystemic risk
dc.subject.keywordsvalue-at-risk
dc.subject.keywordsequity options
dc.subject.keywordsimplied volatility
dc.subject.keywordsreturn predictability
dc.subject.keywordsscenarios
dc.subject.keywordswelfare
dc.subject.keywordsperformance
dc.subject.keywordshousing
dc.subject.keywordsconsumption-portfolio choice
dc.subject.keywordsmoney in the utility function
dc.subject.keywordsstock demand
dc.subject.keywordsstochastic control
dc.subject.keywordsasset pricing
dc.subject.keywordsepstein-zin preferences
dc.subject.keywordsjump risk
dc.subject.keywordsstochastic volatility
dc.subject.keywordslevel and slope of implied volatility smile
dc.subject.keywordsgeneral equilibrium
dc.subject.keywordssin stocks
dc.subject.keywordsinterconnectedness
dc.subject.keywordsasset liquidation
dc.subject.keywordssimilarity
dc.subject.keywordsfinancial stability
dc.subject.keywordsinsurance companies
dc.subject.keywordssifi
dc.subject.keywordsidiosyncratic volatility puzzle
dc.subject.keywordsnetworks
dc.subject.keywordsexpected returns
dc.subject.keywordsgranger causality
dc.subject.keywordscross-section of returns
dc.subject.keywordsfinancial frictions
dc.subject.keywordscollateral constraint
dc.subject.keywordspreference for early resolution of uncertainty
dc.subject.keywordscross-sectionof expected stock returns
dc.subject.keywordsbanks
dc.subject.keywordsfinancial crisis
dc.subject.keywordsdisclosure
dc.subject.keywordsloan loss accounting
dc.subject.keywordsexpected credit losses
dc.subject.keywordsincurred loss model
dc.subject.keywordsprudential filter
dc.subject.keywordsfair valueaccounting
dc.subject.keywordscross-section of stock returns
dc.subject.keywordsfactor timing
dc.subject.keywordstime series momentum
dc.subject.keywordsanomalies
dc.subject.keywordsterm structure of interest rates
dc.subject.keywordsfiscal theory of the price level
dc.subject.keywordsbond risk premia
dc.subject.keywordsgovernment debt
dc.subject.keywordsdsge models
dc.subject.keywordsnonlinear solution methods
dc.subject.keywordscorporate social responsibility
dc.subject.keywordsesg rating agencies
dc.subject.keywordssustainable investments
dc.subject.keywordssocially responsible investing
dc.subject.keywordsesg
dc.subject.keywordsportfolio choice
dc.subject.jelG11
dc.subject.jelG12
dc.subject.jelG13
dc.subject.jelG17
dc.subject.jelG01
dc.subject.jelG28
dc.subject.jelG32
dc.subject.jelD91
dc.subject.jelD14
dc.subject.jelC61
dc.subject.jelD51
dc.subject.jelE20
dc.subject.jelG18
dc.subject.jelG2
dc.subject.jelG10
dc.subject.jelE2
dc.subject.jelE3
dc.subject.jelE44
dc.subject.jelD81
dc.subject.jelG21
dc.subject.jelG22
dc.subject.jelG38
dc.subject.jelK22
dc.subject.jelM41
dc.subject.jelM42
dc.subject.jelM48
dc.subject.jelG23
dc.subject.jelG59
dc.subject.jelM14
dc.subject.jelQ5
dc.subject.topic1natural
dc.subject.topic1gross
dc.subject.topic1book
dc.subject.topic2process
dc.subject.topic2remainder
dc.subject.topic2abstract
dc.subject.topic3ind
dc.subject.topic3factor
dc.subject.topic3finally
dc.subject.topic1nameStability and Regulation
dc.subject.topic2nameConsumption
dc.subject.topic3nameSaving and Borrowing
dc.identifier.urlhttp://www.crsp.org/products/research-products


Dateien zu dieser Ressource

Thumbnail
Name:
CRSP.csv
Größe:
1.837Kb
Format:
Unbekannt
Beschreibung:
CRSP
Öffnen

Das Dokument erscheint in:

Zur Kurzanzeige

Attribution-ShareAlike 4.0 International
Solange nicht anders angezeigt, wird die Lizenz wie folgt beschrieben: Attribution-ShareAlike 4.0 International