CRSP & COMPUSTATS Data Playbook (Stock Data)
  • Introduction
  • CRSP Data
    • Information
    • CRSP Preprocessing
  • COMPUSTATS Data
    • Page
    • Finance Variable
  • Merge CRSP and COMPUSTATS
  • Some Other Macro-Economy Data
    • FRED-MD
    • SIMFA Data
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  1. CRSP Data

CRSP Preprocessing

Load and Preprocess the data.

Load the data

To load the data, there are basically two ways:

  1. Load the download csv or SAS file download from the WRDS.

  2. Load the data through the python package of WRDS and get the data from the WRDS cloud database using SQL command.

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Last updated 1 year ago