exchcd // Exchange CodeExchange Code
Listing exchange (1=NYSE, 2=AMEX, 3=NASDAQ)
| 数据集 | crsp_msf · CRSP Monthly Stock File |
| 类型 | categorical |
| 角色 | control |
| 数据文件 | msf |
| 关键词 | exchangenysenasdaq |
| Size effect on monthly returns | control |
| Cross-sectional momentum (Jegadeesh-Titman) | control |