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Changes in CRSP Data
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Please note: CRSP has recently completed the Pre62 Daily Data Series Project.
The addition of these new daily data results in changes to month-end prices and to dividend ex-dates.
These changes have resulted in many small changes to historical returns on my website.
For a description of the project and the types of changes made, please refer to the
Pre62 Project Notes.
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Please note that the Center for Research in Security Prices (CRSP) has recently initiated a project to backfill shares outstanding data
for some stocks prior to 1947, and these changes affect the early history of the return series on the website.
As of December 2013, according to CRSP, their backfill project is 25% complete.
In addition, CRSP has initiated a review of shares outstanding data for securities with acquisitions having stock distributions as part of their merger terms,
starting with the most recent data and over time extending this review back further in the historical data.
For a description of these projects and the types of changes made, please refer to the
CRSP Pre-1947 Shares Outstanding Project
and
CRSP Shares Outstanding Data Refinement
documentation.
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