找到一个SAS sample code网站,还有momentum和event study的code。
Information for using WRDS at WVU
www.be.wvu.edu/wrds/home/
West Virginia UniversityInformation for using WRDS at WVU ... CCM (CRSP/Compustat Merged) User Guide. Training Session about CCM ... WRDS PC-SAS User Guide. SAS Basic ...
(2) Fama French sample code
Using Eventus® for WRDS through PC SAS Connect ...
www.eventstudy.com/Eventus-for-WRDS-through-PC-SAS-Remote.pdf
(3) Compustat-CRSP
Retrieving Data from CRSP and Compustat Using the ...
www.kellogg.northwestern.edu/.../CRSP...
Kellogg School of Management
You visited this page on 2/2/15.
(4) IBES-CRSP-Compustat
sas_util/ibes_link.sas at master · jblocher/sas_util · GitHub
https://github.com/jblocher/sas_util/blob/master/ibes_link.sas
Scores links from 0 (best link) to 6 */. /* */ ... SPEDIS(cname,comnam)=0 is a perfectscore and SPEDIS < 30 is usually .... else if name_dist < 30 then SCORE = 2;.
How the DATA Step Identifies BY Groups - SAS
support.sas.com › ... › SAS 9.2 Documentation
SAS InstituteHow SAS Determines FIRST. ... This example shows how SAS uses the FIRST.variable and LAST.variable to flag the beginning and end of four BY groups: State ...
You visited this page on 2/3/15.
(6) SAS function - prxparse
265-29: An Introduction to Perl Regular Expressions in SAS 9
www2.sas.com/proceedings/sugi29/265-29.pdf
SAS Institute
by R Cody - Cited by 6 - Related articles
Both SAS regular expressions (the RX functions) and Perl regular expressions (Leone源程序(我喜欢用"源"这个字,任性)
rerisk=prxparse('/risk[sy]?[^\-]|uncertain/i');
我把程序改成了:
re_sp=prxparse('/spinoff*|spin-off*|spin off*|spinco/i');
貌似在每个关键词后加/i,行不通。也不知道/i放在最后,有没有囊括全部关键词,不区分大小写。*表示后面可能有更多字母,比如"s"但,也许[s]也是不错的选择。
我检测了一个文件,貌似大写在spinoff也是有用的!所以虽然只有一个/i,但是全文通用。
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