Archival research considerations for CRSP data

Lori M Olsen

Archival research considerations for CRSP data

Research output: Contribution to conference › Paper › peer-review

Abstract

This study assists researchers with the following two considerations when using CRSP data: 1) share prices adjusted with CRSP adjustment factors are inaccurate in the presence of property dividend, spin-off and rights offering events; and 2) ignoring covertly missing stock returns may create misleading test results. The primary objectives of the study are to help researchers increase the integrity of their studies and the probability of publication.

Original language	English
State	Published - Oct 16 2015
Event	Midwest American Accounting Association - St. Louis, MO Duration: Oct 16 2015 → Oct 16 2015

Conference

Conference	Midwest American Accounting Association
Period	10/16/15 → 10/16/15

Cite this

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title = "Archival research considerations for CRSP data",

abstract = "This study assists researchers with the following two considerations when using CRSP data: 1) share prices adjusted with CRSP adjustment factors are inaccurate in the presence of property dividend, spin-off and rights offering events; and 2) ignoring covertly missing stock returns may create misleading test results. The primary objectives of the study are to help researchers increase the integrity of their studies and the probability of publication.",

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note = "Midwest American Accounting Association ; Conference date: 16-10-2015 Through 16-10-2015",

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N2 - This study assists researchers with the following two considerations when using CRSP data: 1) share prices adjusted with CRSP adjustment factors are inaccurate in the presence of property dividend, spin-off and rights offering events; and 2) ignoring covertly missing stock returns may create misleading test results. The primary objectives of the study are to help researchers increase the integrity of their studies and the probability of publication.

AB - This study assists researchers with the following two considerations when using CRSP data: 1) share prices adjusted with CRSP adjustment factors are inaccurate in the presence of property dividend, spin-off and rights offering events; and 2) ignoring covertly missing stock returns may create misleading test results. The primary objectives of the study are to help researchers increase the integrity of their studies and the probability of publication.

M3 - Paper

T2 - Midwest American Accounting Association

Y2 - 16 October 2015 through 16 October 2015

ER -

Archival research considerations for CRSP data

Abstract

Conference

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