SSRNEconometrics & Forecasting
Altered Monthly Asset Returns
The termination of the CRSP tape in 2025 will alter 9.62% of monthly returns, but these changes will not significantly impact time-series average premia or their significance.
Featured in No. 80 on 1 Jan 2025 · 4 days after release
- Released
- 28 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5074864
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