Dataframe: P0:crsp_m - CRSP Monthly Stock Data

CRSP Monthly Stock Data

This dataset contains monthly stock returns and other data from CRSP.

DataFrame Glimpse

Rows: 2131025
Columns: 16
$ permno             <i64> 93436
$ permco             <i64> 53453
$ date      <datetime[ns]> 2019-12-31 00:00:00
$ ret                <f64> 0.267897
$ retx               <f64> 0.267897
$ shrout             <f64> 181062.0
$ prc                <f64> 418.32999
$ cfacshr            <f64> 15.0
$ shrcd              <i64> 11
$ exchcd             <i64> 3
$ siccd              <i64> 9999
$ ncusip             <str> '88160R10'
$ dlstcd             <i64> null
$ dlret              <f64> 0.0
$ YearMonth <datetime[ns]> 2019-12-31 00:00:00
$ retadj             <f64> 0.267897

Dataframe Manifest

Dataframe Name	CRSP Monthly Stock Data
Dataframe ID	crsp_m
Data Sources	WRDS
Data Providers	CRSP
Links to Providers	https://wrds-www.wharton.upenn.edu/
Topic Tags	Stock, Returns
Type of Data Access	S,u,b,s,c,r,i,p,t,i,o,n
How is data pulled?	WRDS API via Python
Data available up to (min)	2019-12-31 00:00:00
Data available up to (max)	2019-12-31 00:00:00
Dataframe Path	/Users/yandong/Documents/GitHub/p02_van_binsbergen_han_lopez-lira_2022/_data/WRDS/crsp_m.parquet

Linked Charts:

• P0:explore_crsp

Pipeline Manifest

Pipeline Name	Man vs. Machine Learning
Pipeline ID	P0
Lead Pipeline Developer	Dong Yan, Yilong Lin
Contributors	Dong Yan, Yilong Lin
Git Repo URL
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-02-06 15:21:11
OS Compatibility
Linked Dataframes	P0:crsp_m P0:compa P0:ibes_forecast P0:ff_factors P0:fred