matching blockholder and compustat
Posted: 02 April 2015 07:07 PM   [ Ignore ]
Newbie
Rank
Total Posts:  26
Joined  2014-05-03

Hi Joost,
    Could you please tell how to merge BLOCKHOLDER database in wrds with compustat?  The dataset in blockholder database seems only contain Ticker.
Best,
Xinjiao

Profile
 
 
Posted: 07 April 2015 10:46 AM   [ Ignore ]   [ # 1 ]
Administrator
Avatar
RankRankRankRank
Total Posts:  901
Joined  2011-09-19

hi Xinjiao,

Do you mean this dataset: https://wrds-web.wharton.upenn.edu/wrds/ds/block/block.cfm

It only has data from 1996-2001 though.

Best,

Joost

 Signature 

To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

Profile
 
 
Posted: 29 May 2015 05:22 AM   [ Ignore ]   [ # 2 ]
Newbie
Rank
Total Posts:  2
Joined  2015-05-29

Hey Joost,

I have the same issue and yes that is the database in question.
Considering Xinjiao hasn’t answered anymore, could you help me out?

Thnx Karan

Profile
 
 
Posted: 29 May 2015 06:39 AM   [ Ignore ]   [ # 3 ]
Administrator
Avatar
RankRankRankRank
Total Posts:  901
Joined  2011-09-19

hi Karan,

These variables could be used as a key to match on
- compname
- ticker
- id

I couldn’t find any manuals for this dataset, so I am not quite sure what ‘id’ is. It doesn’t look like a gvkey or cusip, so that variable may not be useful for matching.

Company name, ticker, or both company name and ticker would work. There is a similarity function in SAS that computes a score (for example, Apple and Apple Inc will not match by name, but will have a similar score). Just matching on ticker alone may give too many matches as ticker symbols are re-issued over time.

Best regards,

Joost

 Signature 

To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

Profile
 
 
Posted: 29 May 2015 07:12 AM   [ Ignore ]   [ # 4 ]
Newbie
Rank
Total Posts:  2
Joined  2015-05-29

Hey Joost,

Thanks for the fast reply. I used the the function concatenate to combine firm ticker and year, which worked.
But the problem I had is that the blockholder data had more data per year than compustat (which was one per year).
But I solved this by taking the average of blockholder data per year and then I just used vlookup and merged it!

Thanks for your help!

Karan

Profile
 
 
Posted: 29 May 2015 07:16 AM   [ Ignore ]   [ # 5 ]
Administrator
Avatar
RankRankRankRank
Total Posts:  901
Joined  2011-09-19

hi Karan,

I’m glad it worked out smile

Best regards,

Joost

 Signature 

To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

Profile