I am a beginner and I have a very elementary question, but I don't know where to find the answer!
I am downloading the
CRSP monthly stock files for 20 years. I want to have only
NYSE stocks. But I think
CRSP has all stocks including
NASDAQ. How can I keep only NYSE and AMEX and delete any other markets from the data? Is there any indicator which shows which stock is traded in which market?