prc // PriceClosing Price (signed)
Last closing price; CRSP encodes bid-ask midpoint as a negative number when no trade — take abs() before using
| 数据集 | crsp_msf · CRSP Monthly Stock File |
| 类型 | continuous |
| 角色 | iv,control |
| 数据文件 | msf |
| 关键词 | priceclose |
| 数据集 | 变量名 | 标签 | 类型 |
|---|---|---|---|
| compustat_na | prcc_f | Price Close Fiscal Year | continuous |
| Size effect on monthly returns | iv |