WRDS/CRSP

tarikb02 · October 3rd, 2011, 10:29 am

Hello everybody,Could any one tell me how can I extrat data on common stocks from CRSP via WRDS ( e.g. [1962-2010]?I dont know what to use, cusip? permnco?...What shall I write in the conditional statement??many thanks in advance.vvvvv

haowilhelm · October 6th, 2011, 1:42 pm

It depends on which other database you want to merge with. I usually use cusip and ticker symbol. But be careful when you try to merge CRSP with other data, such as Compustat or SDC, b/z the number of cusip are different. Other conditions are also depends on your request, if the data that you request is not too large, i would suggest to pull everything and clean your data by yourself, in which way, you know what you have dropped.hope this helps.