`exchcd` // Exchange Code

Exchange Code

Listing exchange (1=NYSE, 2=AMEX, 3=NASDAQ)

→ use this variable in analysis ← back to dataset

attributes

dataset	crsp_msf · CRSP Monthly Stock File
type	`categorical`
role	`control`
data file	`msf`
keywords	exchangenysenasdaq

Used in these research designs

Size effect on monthly returns	control
Cross-sectional momentum (Jegadeesh-Titman)	control