Merging CRSP and Compustat Data

Learn how to merge data from the two most widely-used databases in empirical financial research. The discussion covers:

  • Important structural differences between the two datasets
  • Code for merging CRSP and Compustat data at the security level by CUSIP
  • Code for using the CRSP/Compustat Merged Database (CCM) to merge by CCM link table
  • Notable differences between matching by CUSIP and matching using CCM