dividend on crsp
Posted: 22 March 2015 03:40 AM   [ Ignore ]
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Hi Joost,
  Some paper calculate dividend from Crsp. They use the sum of four times the last quarterly dividend adjusted by shares outstanding. Kindly inform which dataset in crsp can I calculate this measure?
Best,
Xinjiao

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Posted: 22 March 2015 06:13 AM   [ Ignore ]   [ # 1 ]
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On wrds: Support -> Variable Search -> Select CRSP (Annual update), searchterm ‘dividend’

gives:

Library & File Position Variable Name Type Length Description
CRSPA: STOCK_QVARDS 34 DIVAMT Num 8 Dividend Cash Amount
CRSPA: DSE62 34 DIVAMT Num 8 Dividend Cash Amount
CRSPA: MSE62 34 DIVAMT Num 8 Dividend Cash Amount
CRSPA: MSE62DIST 3 DIVAMT Num 8 Dividend Cash Amount
CRSPA: MSEALL62 32 DIVAMT Num 8 Dividend Cash Amount
CRSPA: DSE62DIST 3 DIVAMT Num 8 Dividend Cash Amount
CRSPA: DSEALL62 32 DIVAMT Num 8 Dividend Cash Amount
CRSPA: DSE 34 DIVAMT Num 8 Dividend Cash Amount
CRSPA: DSEALL 32 DIVAMT Num 8 Dividend Cash Amount
CRSPA: DSEDIST 3 DIVAMT Num 8 Dividend Cash Amount
CRSPA: MSE 34 DIVAMT Num 8 Dividend Cash Amount
CRSPA: MSEALL 32 DIVAMT Num 8 Dividend Cash Amount
CRSPA: MSEDIST 3 DIVAMT Num 8 Dividend Cash Amount
CRSPA: CRSP_DAILY_DATA 13 ndiv Num 8 Non-ordinary dividends
CRSPA: CRSP_MONTHLY_DATA 13 ndiv Num 8 Non-ordinary dividends
CRSPA: CRSP_MONTHLY_DATA 12 odiv Num 8 Ordinary dividends
CRSPA: CRSP_DAILY_DATA 12 odiv Num 8 Ordinary dividends

Hope this helps,

Joost

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