In this session, I introduced the CRSP Database and discussed issues related to header variables in CRSP, Compustat, and IBES and how to calculate returns using this program: acct6193_crsp_intro.

I discuss how to merge Compustat and CRSP.

I discussed using the mycstlink macro to merge Compustat and CRSP, using the exchcd_small macro to get historical exchange codes, and using the link_permno_cusip macro to get historical CUSIPs from Compustat.  These macros are located here: https://github.com/raprice3