Resource Page for FNCE 7200

(Empirical Research Methods in Finance)

View the latest SYLLABUS for the course

Instructions: Some documents (that is, "pdf"-type documents) require the use of the Adobe Acrobat Reader Release 3.0 (the latest release) plug-in for your web browser software (e.g., Netscape or Internet Explorer), which is available for FREE!!! from Adobe. Please download and install that software first, then re-start your web browser and you should be able to view any such documents.


Miscellaneous Resources

Useful resources:

Useful sites:


Homework and Other Downloads

ITEM
Homework #1 Data SAS Code that Accesses by PERMNO SAS Instructions
GAUSS Code from Homework #1 (courtesy of David Gross)
GAUSS Applications for Finance Manual

CRSP Documentation

Hit this to send me an e-mail message: rwermers@rhsmith.umd.edu

Manual/Format Manual/Format Manual/Format
April 1998 Adobe Acrobat version of CRSPAccess97 Stock File User's Guide (~200 pages) April 1999 US Government Bills, Notes, and Bonds Database Guide (Daily Data)/Adobe Acrobat (94 pages) May 1999 Adobe Acrobat version of 1998 CRSPAccess97 Database Format - Programmers Guide
April 1998 Adobe Acrobat version of CRSPAccess97 Stock File Programmer's Guide (~200 pages) April 1999 US Government Bills, Notes, and Bonds Database Guide (Monthly Data)/Adobe Acrobat (66 pages)
April 1998 Adobe Acrobat version of CRSPAccess97 Indices File Guide (~120 pages) *** Other CRSP Manuals *** (GOES TO CRSP WEB SITE)
April 1999 CRSPAccess97 Installation Guide/Adobe Acrobat (66 pages) April 1999 CRSP Mutual Fund Documentation/Adobe Acrobat (51 pages)
August 1999
CRSPAccess Utilities Guide/Adobe Acrobat (66 pages)
6/18/99 CRSP Data Definitions and Coding Schemes Guide This guide is a working draft. The final version will be available in the near future from CRSP

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