Dear CRSP SAS users,

I am a new CRSP user. My university only subscribes the daily CRSP files but i need to obtain monthly returns. I know that one of the possible solution is to extract the daily returns and calculate the monthly returns myself. Does this take much time ? Or is there any better alternative ? Any pre-defined procedures to do this ?

On the other hand, i get Donald P Cram's "CRSP Data Retrival and Analysis in SAS Software for Users and Admininstrators" but my CRSP+SAS idea is still not clear. I also scan through the official manual of CRSP ; however, there is full of FORTRAN stuff. Can someone suggest me some more references ? Webpages ? Articles ?

Thank you very much for your attention.

Yours faithfully,

antonio