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