how to use TRFD (daily total return factor) in CRSP-Compustat Merged

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joost impink

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Apr 23, 2016, 6:13:19 PM4/23/16

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I'm forwarding a forum post: http://www.wrds.us/index.php/forum_wrds/viewthread/610/

Hi WRDS forum,

I’m kind of confused how to use the daily total return factor TRFD from CRSP-Compustat Merged. Is there a way to extract daily returns like, e.g., in the CRSP daily file?

Any help is greatly appreciated.

Best Regards,

Mathias

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