siccd // SIC CodeSIC Industry Code (CRSP)
CRSP-assigned 4-digit SIC industry code
| 数据集 | crsp_msf · CRSP Monthly Stock File |
| 类型 | categorical |
| 角色 | control |
| 数据文件 | msf |
| 关键词 | industrysic |
| 数据集 | 变量名 | 标签 | 类型 |
|---|---|---|---|
| acs2022 | INDP | Industry | categorical |
| compustat_na | sic | SIC Code | categorical |
| compustat_na | naics | NAICS Code | categorical |
| Size effect on monthly returns | control |
| Cross-sectional momentum (Jegadeesh-Titman) | control |