|Date: ||Wed, 12 Aug 1998 22:32:18 +0800|
|Reply-To: ||Wong Chin Pang Antonio <cpwong@SE.CUHK.EDU.HK>|
|Sender: ||"SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>|
|From: ||Wong Chin Pang Antonio <cpwong@SE.CUHK.EDU.HK>|
|Organization: ||Engineering Faculty CUHK|
|Subject: ||CRSP SAS users please help|
|Content-Type: ||text/plain; charset=us-ascii|
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.