Hello guys,
I am really new to analysis with financial databases and I hope u can help me. I would like to create a database containing monthly stock data from CRSP combined with matching quarterly balance sheet data from the COMPUSTAT quarterly database. As CRSP monthly is based on calendar months and COMPUSTAT is based on fiscal quarters I wondering how I can make sure that the appropriate fiscal quarter is assigned to the right month of the CRSP data.
The final data set should be monthly stock price data with quarterly COMPUSTAT data matched to it.
Best regards,
Charles