To get data from Compustat from WRDS
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GO to http://wrds-web.wharton.upenn.edu/wrds/index.cfm
Login ID:
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Password:
Click on the HOME tab
Click on Compustat
Click on North America
Click on Fundamentals Annual (this is just for the class, if you are doing your own
research, you can go to any section)
Financial data from Jan 2003 - Dec 2012 for companies listed on NYSE. The variables in
the dataset include: Cusip, Company Name, Exchange Code, Fiscal Year-End, Total
Assets (AT), Total Liabilities (LT), Stockholders’ Equity (SEQ), Book Value Per Share
(BKVLPS), Net Income (NI), and Dividends for Common (DVC).
Scroll down to the section 4
You can save your work for future reference here
Once you hit Submit Query, it will take a few seconds until the output data is finished.
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When the summary is complete, right click on the link and save the target as (if you are
in Windows)
Save your document in your flash drive.
You can distinguish your own file name by changing the name where it is highlighted.
Make sure you leave _sas7bdat at the end
Once you save, click OPEN
Right click on the document and choose “Extract ALL” to unzip the file
 Once unzipped, it will be saved in a _sas7bdat format in your folder in the flash driv
To get data from CRSP
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In the HOME tab in WRDS, click on CRSP
Under Annual Update, go to Stock Security Files
For this class, choose Monthly Stock File
Monthly data from Dec. 2002 - Dec 2012 for ordinary common shares traded on NYSE.
The variables in the dataset include: Cusip, Permco, Company Name, Share Code,
Exchange Code, SIC code, Closing Price, Share Volume, Holding Period Return, Number
of Shares Outstanding, Value-Weighted Market Return (includes distributions), and
Return on S&P Index.
Follow the same steps for Compustat instruction and save your documents in your flash
drive.
To Access SAS
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Go to http://knowledgecenter.unr.edu/
Go to Software
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UNR Citrix Server
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Log in using your UNR ID and password (you can access this from home, but bear in
mind that the connection can be very slow)
Go to SAS
FIRST, right click on the Libraries to create your own library folder. Name your folder
with whatever name you want to use and choose the path to your saved file. Hit OK
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In order to check to make sure you have created a folder, click on the Libraries and see
what folders are available. You can go back to the previous screen by using Up File
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Once you go back to the main screen, click on Computer and get to the file you have
saved. This step can take a few seconds, be patient.
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Once you get to the file, click on the file and it should download your file. (again, this
can be a slow process if you are working from home)
When your file is uploaded, click here and go to Menu
Under Menu, go to File and Save as to save your data under the library folder you
created earlier
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Name your file with whatever you choose, then hit Save (naming the file cannot contain
space or numbers)
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Once saved, log out of SAS and Citrix server and log back in to make sure your folder and
the data are there.
Remember, YOU STILL NEED YOUR FLASH DRIVE if you created a path to your library
folder to the flash drive. When you come to class, insert your flash drive, access SAS.
Click on the Libraries and you can access your data from your library folder.
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