Cleans a CRSP .csv database and returns it as a Pandas Dataframe
This programme takes in a .csv format CRSP database file and returns a cleaned version as a pandas dataframe.
Run the following to install:
pip install CRSPcleaner
Factors can be extracted in monthly ('m') and annual ('a') frequencies. The default is monthly.
from CRSPcleaner import cleanCRSP crsp_df = cleanCRSP() # With CIK identifiers: crsp_df = cleanCRSP(withCIKonly=True)
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