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 slides offer a step-by-step explanation and visual aids for better understanding the data manipulation techniques.

• Stock Data
• CRSP
• Market Equity Calculation
• Delisting Returns
• SAS Code

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Uploaded on Aug 15, 2024 | 0 Views

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Presentation Transcript

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