shrcd // Share CodeShare Code
Share class code (10/11 = US common stock; standard sample restriction)
| 数据集 | crsp_msf · CRSP Monthly Stock File |
| 类型 | categorical |
| 角色 | control |
| 数据文件 | msf |
| 关键词 | share classcommon stock |
| Size effect on monthly returns | control |
| Cross-sectional momentum (Jegadeesh-Titman) | control |