codebook / crsp_msf / shrcd

shrcd // Share Code

Share Code

Share class code (10/11 = US common stock; standard sample restriction)

→ use this variable in analysis ← back to dataset

attributes

datasetcrsp_msf · CRSP Monthly Stock File
typecategorical
rolecontrol
data filemsf
keywordsshare classcommon stock

Used in these research designs

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