Sources: CRSP
``` [Full Screen Chart](../download_chart/P1/crsp_market_cap.html) Sanity check chart confirming CRSP daily data was pulled correctly. Plots the daily cross-sectional mean of nominal market capitalization for the Russell 1000 proxy universe. ## Chart Specs | Chart Name | CRSP Average Market Capitalization Over Time | |------------------------|------------------------------------------------------------| | Chart ID | crsp_market_cap | | Topic Tags | | | Data Series Start Date | | | Data Frequency | | | Observation Period | | | Lag in Data Release | | | Data Release Timing | | | Seasonal Adjustment | | | Units | | | HTML Chart | [HTML](../download_chart/P1/crsp_market_cap.html) | ## Dataframe Manifest | Dataframe Name | CRSP Daily Stock Data (Russell 1000 Proxy) | |--------------------------------|--------------------------------------------------------------------------------------| | Dataframe ID | [crsp_daily](../dataframes/P1/crsp_daily.md) | | Data Sources | CRSP | | Data Providers | WRDS | | Links to Providers | | | Topic Tags | | | Type of Data Access | | | How is data pulled? | Pulled via WRDS using crsp.dsf, msenames, and msedelist tables; filtered to common stocks and Russell 1000 proxy. | | Data available up to (min) | | | Data available up to (max) | | | Dataframe Path | /Users/reecevdw/UChicago/FINM 32900/old_project/p17_chen_kelly_xiu_2022/_data/CRSP_DAILY_PAPER_UNIVERSE.parquet | **Linked Charts:** - [P1:crsp_market_cap](../../charts/P1.crsp_market_cap.md) ## Pipeline Manifest | Pipeline Name | p17_chen_kelly_xiu_2022 | |---------------------------------|--------------------------------------------------------| | Pipeline ID | [P1](../index.md) | | Lead Pipeline Developer | Reece VanDeWeghe | | Contributors | Andrew Moukabary | | Git Repo URL | https://github.com/reecevdw/p17_chen_kelly_xiu_2022 | | Pipeline Web Page | Pipeline Web Page | | Date of Last Code Update | 2026-02-09 21:03:13 | | OS Compatibility | | | Linked Dataframes | [P1:crsp_daily](../dataframes/P1/crsp_daily.md)