Linking Financial Databases (CRSP and Compustat)

Last updated on Dec 8, 2020 1 min read Data, R

Information can be found in CRSP/COMPUSTAT MERGED DATABASE GUIDE

Change Identifiers:

Ticker: can be reassign to another company - abbreviation used to uniquely identify publicly-traded shares of a stock
CUSIP: A company can have multiple CUSIPS due to structural changes. - nine-character code assigned by the CUSIP Service Bureau to identify various securities

Permanent Identifiers

CRSP (maintained by Chicago BOoth CRSP)
- PERMCO: is a unique permanent company level identifier (even under name change)
- PERMNO: is a unique stock (share class) level identifier. One company can have multiple share classes. (1 PERMNO -> 1 PERMCO, 1 -> multiple PERMNOs)
Compustat-Capital IQ (maintained by S&P)
- GVKEY: is a unique number assigned to each company.

	CRSP	COMPUSTAT
Time since	1925	1950
Companies	listed in U.S. Exchange	U.S. + Canada
Report	Daily and Monthly	Quarterly and Annually

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Mike Nguyen, PhD

Visiting Professor of Data Sciences and Operations

My research interests include marketing, and social science.