siccd // SIC CodeSIC Industry Code (CRSP)
CRSP-assigned 4-digit SIC industry code
| dataset | crsp_msf · CRSP Monthly Stock File |
| type | categorical |
| role | control |
| data file | msf |
| keywords | industrysic |
| dataset | variable | label | type |
|---|---|---|---|
| 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 |