segment data period
Posted: 26 July 2014 09:23 AM   [ Ignore ]
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Hi joost,
  Thanks for your replies about my prior questions. They are very helpful.
  I now have a new question. It’s about segment data period.
  I can find segment data in compustat segment. And the corresponding dataset is wrds_segmerged. I download this dataset from WRDS, but I find the dataset starts from 2007. However, several prior studies using compustat segment data have chosen their sample period from at least 1988. I wonder where can I find segment data prior 2007?
  Thanks!

Xinjiao

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Posted: 26 July 2014 03:50 PM   [ Ignore ]   [ # 1 ]
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hi Xinjiao,

You’re welcome smile

About wrds_segmerged - this is the correct dataset for segment data and should have data going back to 1976 or so. The version I downloaded is from May 2013, and is 1.6 GB in size (1,725,088 obs).

Hope this helps,

Joost

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