References

Center for Research in Security Prices (2003), CRSP/Compustat Merged Database Guide, Chicago: The University of Chicago Graduate School of Business.

Center for Research in Security Prices (2003), CRSP Data Description Guide, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.uchicago.edu/support/documentation/index.html].

Center for Research in Security Prices (2002), CRSP Programmer’s Guide, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.uchicago.edu/support/documentation/index.html].

Center for Research in Security Prices (2003), CRSPAccess Database Format Release Notes, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.uchicago.edu/support/documentation/index.html].

Center for Research in Security Prices (2003), CRSP Utilities Guide, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.uchicago.edu/support/documentation/index.html].

Center for Research in Security Prices (2002), CRSP SFA Guide, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.uchicago.edu/support/documentation/index.html].