Comprehensive Overview of Stock Data Processing and Analysis

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3. CRSP (Stock data)
 
CRSP
Wharton Research Data Services
2
 
Subset for CRSP common stocks
Calculate Market Equity ( ME = abs(prc)*shrout ).
Add CRSP delisting returns.
 
CRSP
 
Wharton Research Data Services
 
3
 
SAS Code
 
Wharton Research Data Services
 
4
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This content provides a detailed guide on processing CRSP stock data, calculating market equity, incorporating delisting returns, and utilizing SAS code for analysis. It covers the subset for common stocks, market equity calculation methodology, and insights from Wharton Research Data Services. The slides offer a step-by-step explanation and visual aids for better understanding the data manipulation techniques.


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  1. 3. CRSP (Stock data)

  2. CRSP Subset for CRSP common stocks Calculate Market Equity ( ME = abs(prc)*shrout ). Add CRSP delisting returns. 2 Wharton Research Data Services

  3. CRSP SAS Code 3 Wharton Research Data Services

  4. 4 Wharton Research Data Services

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