Linking Financial Databases (CRSP and Compustat)

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
Mike Nguyen, PhD
Mike Nguyen, PhD
Visitng Scholar

My research interests include marketing, and social science.

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