---
title: Altered Monthly Asset Returns
url: https://www.ml-quant.com/papers/ssrn/5074864/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5074864
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5074864
featured: 2025-01-01
citations: unknown
topic: Econometrics & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5074864
- Identifier: SSRN 5074864
- Released: 2024-12-28
- First featured: Quant Letter No. 80 (2025-01-01): https://www.ml-quant.com/issues/2025-01-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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