Compustat and CRSP vendor data¶
Compustat and CRSP provide financial statements, public-firm identifiers, security links, returns, and historical firm classifications. They do not feed the core HCT training sample; they are used for public-firm links and analyses.
Access: WRDS extracts
Storage: /data/compustat/
Files used¶
| Asset | Main contents |
|---|---|
compustat_annual.csv |
Annual financial statements and firm characteristics |
compustat_quarterly.csv |
Quarterly financial statements |
ccm_linktable.csv |
Compustat gvkey to CRSP security links |
crsp_names.csv |
Historical security names, SIC, and NAICS |
crsp_monthly.csv |
Monthly returns used for volatility measures |
compustat_controls.csv |
Analysis-specific accounting controls |
compustat_xrd_mktval.csv |
R&D and market-value inputs for firm-year analyses |
execucomp/ |
Executive identity, role, and compensation tables |
The code assumes the Compustat extracts contain industrial, consolidated, standardized records in USD and include active and inactive firms. Exact WRDS queries are not stored in this repository, so the extraction procedure should be recorded when these files are refreshed.
Reusable annual and quarterly outputs and company mappings are documented under Accounting and market data. ExecuComp is documented separately because it is a person-level vendor product.