Data Link Helps Shed Light on Banks and Public Equity
Abstract: In this post, we offer comparisons between banks with and without publicly traded equity. Our post uses the link produced by the New York Fed containing regulatory identification numbers (RSSD ID) from the National Information Center (NIC) to the permanent company number (PERMCO) used by the Center for Research in Security Prices (CRSP). The list available via the data link allows researchers to match regulatory information on U.S. bank holding companies (BHCs) with equity market information, including security prices. The link can be used to assist academic papers that conduct event studies on banks (recent papers using these data include Baker and Wurgler  and Ettredge et al. ).
JEL Classification: G2;G3;
File(s): File format is text/html https://libertystreeteconomics.newyorkfed.org/2013/06/data-link-helps-shed-light-on-banks-and-public-equity.html
Provider: Federal Reserve Bank of New York
Part of Series: Liberty Street Economics
Publication Date: 2013-06-03