CRSP - Useful Variables
Become a more advanced CRSP user by learning details about CRSP variables, such as:
- What are "negative" CRPS prices
- How to use CRSP data to create a time-series of prices that is consistent after a split
- An explanation of the formula used to calculate returns with dividends
- How delisting returns are calculated
- What to do about missing delisting returns
- How to calculate market capitalization