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Update */wrds-crps-and-compustat to use new CRSP v2 tables
#94
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christophscheuch
closed
6 months ago
christophscheuch
commented
6 months ago
Sources:
https://wrds-www.wharton.upenn.edu/pages/support/manuals-and-overviews/crsp/stocks-and-indices/crsp-stock-and-indexes-version-2/crsp-ciz-faq/
https://wrds-www.wharton.upenn.edu/pages/support/manuals-and-overviews/crsp/stocks-and-indices/crsp-stock-and-indexes-version-2/recreate-legacy-mse-style-tables/
https://wrds-www.wharton.upenn.edu/pages/wrds-research/applications/python-replications/fama-french-factors-python-ciz-format/
christophscheuch
commented
6 months ago
Most important changes:
msf_v2 contains historical exchange and industry codes
...
Sources: