Finding companies within industries identified by their Standard Industry Classification Code (SIC)
Posted: 20 April 2015 12:43 PM   [ Ignore ]
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Hi,

I’m doing research on incidents of fraud in the American stock market. I have identified the companies I will use in my paper which conducted fraud. Now I want to build a comparison sample of companies which did not conduct fraud. For that I want to use the method suggested by Beasley (1996), which suggests to first search for companies within the same stock Exchange, then for companies with the same SIC code and then with about the same Company size. Is there a way to get this done in in an efficient manner in COMPUSTAT (for example, where I can download the Information for all the companies from a specific stock Exchange)?

Thank you for your help!

Best,

Martin

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Posted: 20 April 2015 03:09 PM   [ Ignore ]   [ # 1 ]
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hi Martin,

All the info you need seems to be in Compustat:  EXCHG (Stock Exchange Code), SICH (industry), AT or SALE for firm size.

Best regards,

Joost

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