j**********e 发帖数: 442 | 1 大牛们:请教如何在CompuStat上找到各公司的business segment info?
Larry Lang(94)说:All our data come from Compustat. The Business
Information file of Compustat provides information for firms disaggregated
for up to 10 different industry segments.
我找啊找啊找不到,郁闷致死。。。 |
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b*****x 发帖数: 44 | 2 请问SDC里面的cusip是history 还是 current的?
跟 crsp 的cusip match的话,如何算是正确?
现在用 crsp 跟 compustat merged数据获得老的 cusip sic permno 等,然后跟
compustat
匹配找到accounting data.然后 用 cusip 日期去匹配sdc 的event数据。看起来丢失
不少。有
点怀疑sdc的cusip. |
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j**********e 发帖数: 442 | 3 请问商学院(或经济系)的同仁:
CompuStat中明明有Cash and Cash Equivalents (cheb,chee)两个variables,为什么没
有值啊?最近的papers(比如Harford 2008, JFE)中说的使用Cash and Cash
Equivalents,这个数据哪里找得到呀?是不是大家都拿che:cash and short-term investments或是ch:cash代替Cash and Cash Equivalents?可是Harford2008明明说是Cash and Cash Equivalents?
多谢指点!! |
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j**********e 发帖数: 442 | 4 Thanks a lot!
I was just puzzled by "cash and cash equivalent" in CompuStat. |
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e***n 发帖数: 286 | 5 我想搞个列表,列出年报表(10-k)中有衍生证券项目数据的公司名单 (company list
with derivative exposure in their 10-K spreadsheets)。一家一家查太麻烦,可不
可以从 compustat 中找,哪个数据/脚注项对应的是 derivatives 啊?
多谢 |
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m********5 发帖数: 619 | 6 compustat-log on-forum-search "firm age"
找不到再来问 |
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s*****w 发帖数: 2065 | 7 我查了有些literature用的是公司自从list在compustat上的时间。 |
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j**********e 发帖数: 442 | 9 请问商学院(或经济系)的同仁:
CompuStat中明明有Cash and Cash Equivalents (cheb,chee)两个variables,为什么没
有值啊?最近的papers(比如Harford 2008, JFE)中说的使用Cash and Cash
Equivalents,这个数据哪里找得到呀?是不是大家都拿che:cash and short-term investments或ch:cash代替Cash and Cash Equivalents?可是Harford2008明明说是Cash and Cash Equivalents?
多谢指点!! |
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s********l 发帖数: 15 | 10 需要找点数据从compustat中,请大侠帮帮忙,妹子支付酬劳 |
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s********l 发帖数: 15 | 11 需要找点数据从compustat中,请大侠帮帮忙,妹子支付酬劳 |
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c*******l 发帖数: 30 | 12 Do you have access to Compustat? |
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k**********a 发帖数: 255 | 13 【 以下文字转载自 Business 讨论区 】
发信人: kimulatakuya (勤奋点啦), 信区: Business
标 题: 请问如何merge compustat和CRSP
发信站: BBS 未名空间站 (Sun Aug 7 22:34:31 2011, 美东)
本人没有安装SAS 所以很多SAS的程序不可以直接应用 具体的我用R 也有MySQL |
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k**********a 发帖数: 255 | 14 【 以下文字转载自 Business 讨论区 】
发信人: kimulatakuya (勤奋点啦), 信区: Business
标 题: 请问如何merge compustat和CRSP
发信站: BBS 未名空间站 (Sun Aug 7 22:34:31 2011, 美东)
本人没有安装SAS 所以很多SAS的程序不可以直接应用 具体的我用R 也有MySQL |
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l******n 发帖数: 213 | 15 看一下Worldscope meets Compustat: A Comparison of Financial Databases
里面说绝大多数paper都是用compustat。corp fin主要还是做北美,因此就是
compustat NA。
我手里有compustat Research Insight的程序加数据库,不知道可不可以回去卖钱??
哈哈 |
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t*****3 发帖数: 878 | 16 用过SDC的同志,是不是就是用CUSIP作为到CRSP/COMPUSTAT的MATCH??
我现在做出来的结果总是不对,我在怀疑是不是FIRM MATCH的问题,考虑是不是将
SAMPLE一个一个检查一下。但是这样的话,工作量很大。所以,想先问一下有SDC经验
者,MATCH到CRSP/COMPUSTAT是不是觉得CUSIP足够准确了??多谢 |
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b*****x 发帖数: 44 | 17 请问SDC里面的cusip是history 还是 current的?
跟 crsp 的cusip match的话,如何算是正确?
现在用 crsp 跟 compustat merged数据获得老的 cusip sic permno 等,然后跟
compustat 匹配找到accounting data.然后 用 cusip 日期去匹配sdc 的event数据。
看起来丢失不少。有点怀疑sdc的cusip. |
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s***r 发帖数: 1121 | 18 Finance has the best databases; because some companies are making tons of
money out the data.
Check WRDS. To name a few:
Audit Analytics
Bureau van Dijk
CENTRIS
CISDM
COMPUSTAT Global & EMDB
COMPUSTAT North America
CSMAR
ComScore
Corporate Library
EVENTUS
GOVPX
GSIOnline
Global Insight
IRI
ISSM
KLD
Mergent FISD
Mutual Fund Links (MFLinks)
NYSE TAQ
Nastraq
OptionMetrics
Rent Bureau
RiskMetrics (formerly IRRC)
S&P Credit Ratings
Thomson Reuters
some data are free if you subscribe to WRDS:
Bank Reg |
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w**********e 发帖数: 3 | 19 我现在用WRDS下的compustat的数据,找到公司基本面数据及Executive compensation
数据,而我想找ownership的数据却怎么也没有,online Manual里明明有 insider
trade和 institution ownership的数据说明,可是在compustat里怎么也找不到,我仔
细看了“quarterly update”“annual update”和“other products”怎么也找不到
产权的数据。
另外,董事会组成的数据一般要到哪里去找? |
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a*******m 发帖数: 14194 | 20 CEO Pay Continues to Rise as Typical Workers Are Paid Less
By Lawrence Mishel and Alyssa Davis | June 12, 2014
http://www.epi.org/publication/ceo-pay-continues-to-rise/
The 1980s, 1990s, and 2000s were prosperous times for top U.S. executives,
especially relative to other wage earners and even relative to other very
high wage earners (those earning more than 99.9 percent of all wage earners)
. Executives constitute a larger group of workers than is commonly
recognized, and the extraordinary pay ... 阅读全帖 |
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B****M 发帖数: 68 | 21 新手用SAS跑一个简单的regression程序。
Regress EPS & Book value of equity on share price.
Barth et.al (1998): Brand Values and Capital Market Valuation. Review of
Accounting Studies. Please see the model at page 12.
我从WRDS下载了4个Compustat annual variables(1995-2006): data25: number of
outstanding shares; data60: book value of equity; data178: operating income
from continuing operations; data199: share price at fiscal year end.
data two;
set one;
eps=data178/data25;
bv=data60/data25; *book value of equity per s |
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m****z 发帖数: 1394 | 22 cash is ch,
cash and cash equivalent is che.
they all have numbers, how come you don't get any numbers?
of course, sometime, some firms may not have it temporarily.
use final='Y' and upd=3 to make sure it is the final numbers. |
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j**********e 发帖数: 442 | 23 我想在Compustat下载一个数据库叫做pitidhistus,我运行下面的SAS code:
%let wrds=wrds.wharton.upenn.edu 4016;
options comamid=TCP remote=WRDS;
signon username=_prompt_;
rsubmit;
libname comph '/wrds/comph/sasdata';
data mydata;
set comph.pitidhistus;
proc print data=mydata (obs=30);
run;
endrsubmit;
结果得到:
77 libname comph '/wrds/comph/sasdata';
NOTE: Libref COMPH was successfully assigned as follows:
Engine: V9
Physical Name: /wrds/comph/sasdata
78 data mydata;
79 set comph.pitidhistus;
ERROR... 阅读全帖 |
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b****w 发帖数: 692 | 24 比方说Barclays Capital Aggregate Bond Index, GSCI, DJ-UBS Commodities Index,
等等。我在看WRDS里面的Compustat和CRSP, 但都没找到。是我不会用还是确实没有?
感觉这些应该是常用的数据,会有数据库集中提供的吧?谢谢! |
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w**********a 发帖数: 107 | 25 【 以下文字转载自 Quant 讨论区 】
发信人: wakakayikaka (哇咔咔一咔咔), 信区: Quant
标 题: 发一个内推
发信站: BBS 未名空间站 (Mon Mar 6 21:03:16 2017, 美东)
我们组招人
Research Associate – Moody’s Analytics
As a Research Associate, you will have the opportunity to join our
Quantitative Research team in San Francisco or New York which has a rich
history of providing leading edge research and thought leadership in the
credit risk arena. As a part of this team, you will assist us to continue
our innovation in credit risk research.
Locations:... 阅读全帖 |
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s********l 发帖数: 15 | 26 请上天派个可以会用 compustat和spss的大神帮帮我吧,真的好想今年毕业,不想在苦
逼下去了 |
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t*****3 发帖数: 878 | 29 要开始用QUARTER数据了,有一点很不确定。COMPUSTAT里的QUARTER数据是自然的
CALENDAR时间呢(即1-3月属于一个QUARTER,4-6月属于第二个QUARTER,。。。),还是
与FYR有关?
如果与FYR有关的话,那么给了一个DATE、一个FYR,有什么小CODE算这个DATE属于哪
个QUARTER吗?? |
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t*****3 发帖数: 878 | 30 crsp.cstann中那些TOTAL ASSETS,是指该FISCAL YEAR中的beginning total assets,
还是ENDING、或者是AVERAGE的total assets?
象股票价格DATA 199和股票的SHARES OUTSTANDING是BEGINNING的、结束时的、还是平均的?
去年的股票的CLOSING Price, 和今年的股票的opening price are not necessarily
equal, right??
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j***u 发帖数: 92 | 32
,
ENDING balance
是平均的?
Ending
necessarily
That's right. |
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s*****w 发帖数: 2065 | 34 有firm age的变量吗?
或者说怎么才能取到firm age呢?
请大牛赐教,谢谢! |
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s*****w 发帖数: 2065 | 36 谢谢!
不过用ipo也不准啊,没有哪个公司一开创就上市吧。
我就奇怪怎么没有founding date呢 |
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x********4 发帖数: 405 | 37 go to jay ritter's website and he lists data for founding date of ipo firms.
.. |
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m********5 发帖数: 619 | 39 无所谓
如果是个control variable
只要不引入systematic bias
单做这个的就不一样了 |
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s*****w 发帖数: 2065 | 40 thanks a lot:)
越来越喜欢这个版了,呵呵
firms. |
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s*****w 发帖数: 2065 | 43 by the way,建议版主在精华区开个research目录,把类似这样的好贴mark并放进目录
,以飨后人:)
firms. |
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S****Y 发帖数: 4634 | 44 比较难定义吧。
incorporation date也不是那么有意义的东西。 |
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j**********e 发帖数: 442 | 45 Dear friends:
Does anybody know where I can find a list of S&P 1500 firms? I can't find it
in CompuStat or CRSP. Thank you very much! |
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s***r 发帖数: 1121 | 46 Check WRDS sample SAS code. |
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s***r 发帖数: 1121 | 47 Check WRDS sample SAS code. |
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j**********e 发帖数: 442 | 48 谢谢!可是那个文件有每个segment的信息啊?
COMP:NA:segment [ /wrds/comp/sasdata/na/segment ]
seg_annfund Segment Annual Item
seg_afndfn Segment Annual Footnote
seg_ann Segment Annual Descriptor
seg_customer Segment Customer
seg_geo Segment Geographic Code
seg_naics Segment NAICS
seg_product Segment Product
seg_type Segment Detail |
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v*******y 发帖数: 5530 | 49 你想要什么样的data
另外你想怎么取data
一般的annual segment data
seg_annfund里面就有啊 |
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