Understanding Financial Data on WRDS Platform
Explore the comprehensive financial data available on the WRDS platform through an insightful presentation covering topics such as accessing the data, overview of COMPUSTAT and CRSP, advanced access features, and WRDS research products and support. Learn about the evolution of WRDS, advantages over
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Understanding CRSP Useful Variables for Financial Analysis
Explore CRSP useful variables for analyzing financial data, including negative prices, adjusting prices and shares for splits, returns with dividends, delisting returns, and more. Learn about adjusting prices and shares for splits, delisting dates, and daily vs. monthly delisting returns. Gain insig
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Understanding the WHARTON.RESEARCH.DATASERVICES CRSP Stock Database Structure in WRDS
Explore the structure of WHARTON.RESEARCH.DATASERVICES CRSP stock database in WRDS, including types of updates, time-series vs event files, and how to merge them efficiently. Learn about annual, quarterly, and monthly update subscriptions, as well as different types of CRSP files. Dive into examples
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Merging CRSP and Compustat for Book-to-Market Ratio Analysis
Learn how to merge CRSP and Compustat data to create book-to-market ratios by adding Permno as a unique identifier. Utilize CCM table for the merge process and implement SAS code for data manipulation. Enhance your understanding of financial data analysis with Wharton Research Data Services.
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Comprehensive Overview of Stock Data Processing and Analysis
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
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Understanding WRDS: Data Services Workshop Overview
Explore the Wharton Research Data Services (WRDS) workshop held at Carson College of Business, covering topics like accessing WRDS, CRSP, S&P Global Market Intelligence, Eventus, 13-F Filings, data licensing, and more. Learn about the award-winning research platform, comprehensive services, and data
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Understanding CRSP Data Services in WRDS
Exploring the basics of CRSP data services in WRDS, this content covers the popularity of CRSP, highlights of the data, types of CRSP data available, and how the data is structured. It delves into the stock market data for US equities, including historical identifiers and key information on prices,
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