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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4. Merge CRSP and Compustat. B/M Ratio
Merging CRSP and Compustat Add Permno (CRSP Identifier) to Compustat data. Using CCM (CRSP-Compustat Merge) table. Merge CRSP and Compustat data. Create Book to Market Ratios: Book Equity Year t -1 / ME December Year t-1 having ME June Year t is positive. 2 Wharton Research Data Services
CCM SAS Code 3 Wharton Research Data Services
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