Category Archives: SAS

Look into CRSP/Compustat link table

The link history table (CCMXPF_LNKHIST) is the primary table used for WRDS CCM web queries. In this post, I explain this table in detail. Background We know that a company may issue multiple securities, one of which is considered primary … Continue reading

Posted in Learning Resources, SAS | 34 Comments

Which is better for archival accounting research, SAS or Stata?

The short answer is: we need both. When we do archival accounting research, we often need to merge data across various databases, such as COMPUSTAT, CRSP, and EXECUCOMP. Stata can by no means beat SAS in this regard. SAS supports … Continue reading

Posted in Learning Resources, SAS, Stata | 1 Comment