create table crspm2 as select a.*, b.dlret, sum(1,ret)*sum(1,dlret)-1 as retadj "Return adjusted for delisting", abs(a.prc)*a.shrout as MEq 'Market Value of Equity' from Crsp_m a left join &crsp..msedelist(where=(missing(dlret)=0)) b on a.permno=b.permno and intnx('month',a.date,0,'E')=intnx('month',b.DLSTDT,0,'E') order by a.date, a.permco, MEq; |