CRSP Stocks and SPGMI Factors in PCRA3 months ago
1 Introduction | 2 The CRSP® Stocks and SPGMI Factors Data Sets | 3 Selecting CRSP® Stocks and SPGMI Factors Data | 4 Using Weekly and Daily CRSP® Data and Unrounded SPGMI Data | 5 Basic Data.Table Manipulations | 6 CRSP® Stocks Market Capitalization Break Points | 7 Names of CRSP® Items in stocksCRSPmonthly Data Set