Hi, is anyone able to help me with this code? I'm using CRSP daily stock data.
Use daily CRSP stock return data to compute stock return volatility and an indicator for whether the firm suffered a performance-related exit,
Performance-related exit: Indicator for firm exit because of a liquidation, bankruptcy, or performance-related reason, as identified using CRSP delisting codes 400−500, 550, 552, 560, 561, 572, 574, 580, and 584.
The structure of the code should look like this:
use CRSPDaily, clear
...
...
...
keep ...
save Delisting, replace
Use daily CRSP stock return data to compute stock return volatility and an indicator for whether the firm suffered a performance-related exit,
Performance-related exit: Indicator for firm exit because of a liquidation, bankruptcy, or performance-related reason, as identified using CRSP delisting codes 400−500, 550, 552, 560, 561, 572, 574, 580, and 584.
The structure of the code should look like this:
use CRSPDaily, clear
...
...
...
keep ...
save Delisting, replace
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