Maintained by The Johnson Graduate School Research Support: md41@research.johnson.cornell.edu

(C) Copyright 1994 No changes are to be made to this document without the maintainer's written consent. Reproduction/distribution without such permission is allowable so long as it is for NON-PROFIT purposes.

Program List

CRSP and CompuStat Examples

• Pulling a single crsp firm

  
  

• Pulling a single crsp firm with a macro.

  
  

• Pulling a single compustat firm

  
  

• Pulling a single compustat firm with a macro

  
  

• Pulling multiple crsp firms

  
  

• Pulling multiple crsp firms with a macro

  
  

• Pulling multiple compustat firms

  
  

• Pulling multiple compustat firms with a macro

  
  

• A macro which creates a flatfile from a sas dataset

  
  

• Pulling a single trading day series from crsp

  
  

• Pulling a multiple trading day series from crsp

  
  

• Simple example of computing market model abnormal returns

  
  

  PROC IML Examples

• Example of IML I/O

  
  

• Example of IML regression

  
  

  Randomization, Sampling, etc.

• Example of sampling without replacement

  
  

• Example of sampling with replacement

  
  

• Example of randomization-regression

  
  

• Example of a die simulation