Crsp +compustat=number of firms

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Bolor Erdene Bayarmagnai

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Apr 17, 2016, 6:00:16 PM4/17/16
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HI guys,

I am calculating the number of firms from 2000 to 2013. I was wondering about following code. If i will keep the following varaiables, i will have no permno,then how can i sort by permno? sorry for being greedy but if anyone can share with me complete code of crsp_m, i would really appreciate guys. thanks a lot. (PS: I do not directly download from wrds, i have the data sets in my laptop)
 

/* Create a CRSP Subsample with Monthly Stock and Event Variables      */
/* This procedure creates a SAS dataset named "CRSP_M"                 */
/* Restrictions will be applied later                                  */
/* Select variables from the CRSP monthly stock and event datasets     */
%let msevars=ticker ncusip shrcd exchcd;
%let msfvars =  prc ret retx shrout cfacpr cfacshr;
 
%include '/wrds/crsp/samples/crspmerge.sas' ;
 
%crspmerge(s=m,start=01jan1959,end=31dec2009,sfvars=&msfvars,sevars=&msevars,filters=exchcd in (1,2,3));
 
/* CRSP_M is sorted by date and permno) and has historical returns     */
/*   as well as historical share codes and exchange codes              */
 
/* Add CRSP delisting returns */
proc sql;
create table crsp_m2
as select a.*, b.dlret,
  sum(1,ret)*sum(1,dlret)-1 as retadj "adjusted return for delisting",
  abs(a.prc*a.shrout) as MEq  'Market Value of Equity'
from CRSP_M as a left join crsp.msedelist (where=(missing(dlret)=0 ) ) as b
on  a.permno=b.permno and
    intnx('month',a.date,0,'E')=intnx('month',b.DLSTDT,0,'E')
order by date, permco, MEq;
quit;

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