Chart: CRSP Average Market Capitalization Over Time

Daily time series of average market capitalization for Russell 1000 firms.

Chart

Sources: CRSP

Full Screen Chart

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

Dataframe Manifest

Dataframe Name	CRSP Daily Stock Data (Russell 1000 Proxy)
Dataframe ID	crsp_daily
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

Pipeline Manifest

Pipeline Name	p17_chen_kelly_xiu_2022
Pipeline ID	P1
Lead Pipeline Developer	Reece VanDeWeghe
Contributors	Andrew Moukabary
Git Repo URL	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 P1:ravenpack_djpr P1:ravenpack_crsp_merged

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