(1) compute the daily returnsduring the period of 2012.1.1 -2014.12.31，for all the individual stocks listedon the China A-share market;

(2) calculate the daily equalweighted and value weighted returns for large stocks, small stocks and thewhole A-share market during the same period.

Hints：

1. Download the filesof daily trading information from CSMAR;

2. Read the raw datainto SAS datasets;

3. Stack thedatasets;

4. Subset you datato exclude B-share firms;

5. Sort the data by stockcode (stkcd) and trading date (Trddt);

6. Calculate thedaily returns of individual stocks using the price adjusted for dividend andstock splits (Adjprcwd);

7. Group the firmsinto large firms and small firms by their market values at the beginning of theyear, that is, large firms are those whose market values are greater than the samplemedian, and vice versa.

8. Calculate thedaily equal weighted and value weighted returns for each group and the wholeA-share market.