Joyenjoye Research Notes
Introduction
Financial Databases
Commonly Used Variables
Compustat
Exchange Code
ISO Country Code
Asset Pricing
Capital Asset Pricing Model
Insider Trading
Fama Macbeth Procedure
Important Papers
Fama and French (1992)
SAS Programming
Basics
WRDS Sample Codes
Descriptive statistics
Winsorize
Fantastic Macro
Repeatedly Call Macro
Automatic Macro Variables
Objects with Multiple Observations
WRDS Useful SAS codes
Basics
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Automatic Macro Variables
%put _automatic_
SYSLAST
Contains the name of the SAS data file created most recently
ID
Automatic Macro Variables
Description
1
AFDID
2
AFDSNAME
3
AFLIB
AFSTR1
AFSTR2
FSPBDV
SYS
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