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Overview:

Excellent introduction to some of the ideas of empirical financial economics and mechanics of their technical exploration and investigation with SAS is provided by Boehmer et al. in "Using SAS in Financial Research". The book makes extensive use of CRSP and Compustat which are some of the most reputable databases available to financial researcher. It is also assumed that the data required by each particular study is preprocessed and resides in external files ready to be exported into SAS for further analysis. This implies involvement of some tools outside of SAS data access.

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Format:PDFSize:55 KB
Date:Feb 2009
Pages:8

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