prc // PriceClosing Price (signed)
Last closing price; CRSP encodes bid-ask midpoint as a negative number when no trade — take abs() before using
| dataset | crsp_msf · CRSP Monthly Stock File |
| type | continuous |
| role | iv,control |
| data file | msf |
| keywords | priceclose |
| dataset | variable | label | type |
|---|---|---|---|
| compustat_na | prcc_f | Price Close Fiscal Year | continuous |
| Size effect on monthly returns | iv |