Dividend Yield in CRSP

martingull · October 25th, 2011, 4:15 pm

Hi,I just need some help checking some work I am doing with factor models. I have created a dividend yield factor by using CRSP data where i took the (dividend) adjdiv data type and divided it with the (price) prc data type. Does anyone have any idea if these are the correct data types or the correct way of doing it?My question is motivated by a holding analysis result which has given weights which are non-distinctive.Thank you all in advance!M