Dear Stata Community,
Is it better to use the CCM file when merging Compusstat with CRSP? And what identifier, is the best in general when merging the CRSP and Compusstat databases?
I first merged fundamental data from Compusstat together with monthly stock prices from CRSP, using the CUSIP identifier without a linking file. Yet now I see that some studies have used the CCM file.
Available at; https://wrds-www.wharton.upenn.edu/p...pustat-merged/
I'll gladly hear from you.
Kind regards, Julien.
Is it better to use the CCM file when merging Compusstat with CRSP? And what identifier, is the best in general when merging the CRSP and Compusstat databases?
I first merged fundamental data from Compusstat together with monthly stock prices from CRSP, using the CUSIP identifier without a linking file. Yet now I see that some studies have used the CCM file.
Available at; https://wrds-www.wharton.upenn.edu/p...pustat-merged/
I'll gladly hear from you.
Kind regards, Julien.
