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Research at WRDS
Macros

Macros

WRDS Research Macros

Betas - Macro
CCM - Macro
ccm_lnktable.sas - Macro
COMPOUND - Macro
CRSPMERGE - Macro
CSV - Macro
cvccmlnk.sas - Macro
EVTSTUDY - Macro
FFI48 - Macro
FM - Macro
ICLINK - Macro
IDVOL - Macro
INDCLASS - Macro
INDRATIOS - Macro

LINEPARAPARSE - Macro
Macro - TEXTPARSE
MAKE DUMMIES - Macro
Market to Book Ratios - Macro
merge_funda_crsp_bycusip.sas - Macro
Momentum Strategies/Portfolios - Macro
NEUT - Macro
NWORDS - Macro
OCLINK - Macro
Option Pricing Models - Macro
PARAPARSE - Macro
POPULATE - Macro
Portfolios by Size - Macro
QUARTERIZE - Macro

Return Gap - Macro
RRLOOP - Macro
Run an Event Study - Macro
SIZE_BM - Macro
taq6.sas - Program
taq_daily_variables.sas - Program
TAQ_EVENT_WINDOWS - Macro
TCLINK - Macro
Trace - Macro
TRADE_DATE_WINDOWS - Macro
VW_AVGPRICE - Macro
WINSORIZE - Macro

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