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2 votes
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Should I use common equity or total equity for book value? (when replicating Lewellen's 2015 paper on a cross section of expected stock returns)

Even though he does not state it explicitly, it is likely that he used the value of common equity as the book value of equity. On page 12, Lewellen states "some studies follow Fama and French (...
Julien Maas's user avatar
2 votes
Accepted

How to download all stocks from NYSE, AMEX and Nasdaq from CRSP without entering individual company codes?

You can easily download information about all available stocks from the query form. Simply choose the option Search the entire database (see below). Furthermore, ...
Kevin's user avatar
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1 vote
Accepted

Downloading all stocks of an index from CRSP

Forgot this question, in case someone has the same problem: With a little bit of python code you can download all stock tickers from an index (e.g. Wikipedia or other sources) and create a text file, ...
MikeHeimlich's user avatar

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