options ls=78; libname input '/busgen/crsp96' ; /* libname input ''; */ libname crspdata '/busgen/crsp96'; data compfile ; infile 'inperm.dat' ; input permno 1-5 /* strtdate DATE8. enddate DATE8.*/ ; proc sort ; by permno ; proc print data=compfile ; /*format strtdate date8. enddate date8. */; run ; data input.mycomps ; set compfile ; do while (_iorc_ ne %SYSRC (_DSENOM)) ; set crspdata.daily96 key=permno ; if ((_iorc_ ne %SYSRC (_DSENOM)) & (permno = permno) & ((date>="01Jan78"d) & (date<="31Jan78"d))) then /* if ((_iorc_ ne %SYSRC (_DSENOM)) & */ /* ((date>="18Oct85"d) & (date<="13Mar86"d))) then */ output ; end ; _IORC_ = 0 ; _ERROR_ = 0 ; proc print data=input.mycomps ; var permno cusip date ret ; /* id permno ;*/ run;