Hello everyone,
I am just starting my empirical analysis for my master's thesis and have never used Stata and Compustat before, so I probably have a very basic question:
I am trying to create a data set containing basic company information (e.g., sales, profit, company name,...) for all S&P 1500 firms from 2000 to 2015.
I have downloaded the "raw data" for that time period from "Compustat Daily Updates - Fundamentals Annual" via wrds, including all the variables I need (and also identifiers such as gvkey).
However, now I have the problem of not knowing how to restrict this "raw data" to only S&P 1500 firms. I didn´t find any filter or variable when downloading the "raw data" that would allow me only to download S&P 1500 firms.
Can you help me with that problem?
Best regards,
Richard
I am just starting my empirical analysis for my master's thesis and have never used Stata and Compustat before, so I probably have a very basic question:
I am trying to create a data set containing basic company information (e.g., sales, profit, company name,...) for all S&P 1500 firms from 2000 to 2015.
I have downloaded the "raw data" for that time period from "Compustat Daily Updates - Fundamentals Annual" via wrds, including all the variables I need (and also identifiers such as gvkey).
However, now I have the problem of not knowing how to restrict this "raw data" to only S&P 1500 firms. I didn´t find any filter or variable when downloading the "raw data" that would allow me only to download S&P 1500 firms.
Can you help me with that problem?
Best regards,
Richard
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