CCM Daily Total Return Factor TRFD
Posted: 23 April 2016 10:53 AM   [ Ignore ]
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Hi WRDS forum,

I’m kind of confused how to use the daily total return factor TRFD from CRSP-Compustat Merged. Is there a way to extract daily returns like, e.g., in the CRSP daily file?

Any help is greatly appreciated.

Best Regards,
Mathias

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Posted: 23 April 2016 05:11 PM   [ Ignore ]   [ # 1 ]
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hi Mathias,

I’ve not used this table before—I’m forwarding your question to the Google group.

Best Regards,

Joost

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Posted: 24 April 2016 03:22 AM   [ Ignore ]   [ # 2 ]
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Thank you Joost.

Where am I able to find this Google group?

Best,
Mathias

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Posted: 24 April 2016 06:48 AM   [ Ignore ]   [ # 3 ]
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http://groups.google.com/d/forum/wrdssas

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Posted: 24 April 2016 06:56 AM   [ Ignore ]   [ # 4 ]
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Thank you very much smile

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Posted: 24 April 2016 07:06 AM   [ Ignore ]   [ # 5 ]
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you’re welcome! smile

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