A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases

This paper examines problems in the CRSP Survivor Bias Free U.S. Mutual Fund Database (CRSP, 1998) and compares returns contained in it to those in Morningstar. The CRSP database has an omission bias that has the same effects as survivorship bias. Although all mutual funds are listed in CRSP, return...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	The Journal of finance (New York) 2001-12, Vol.56 (6), p.2415-2430
Hauptverfasser:	Elton, Edwin J., Gruber, Martin J., Blake, Christopher R.
Format:	Artikel
Sprache:	eng
Schlagworte:	Accuracy Bias Capital gains Common stock Comparative studies Dividends Estimation bias Financial investments Mutual funds Net assets Rates of return Sampling bias Scandals Shorter Papers Stock market indices
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!