Roger K. Loh

Associate Professor of Finance and Lee Kong Chian Fellow
Singapore Management University
Lee Kong Chian School of Business
50 Stamford Rd, #4046
Singapore 178899
rogerloh@smu.edu.sg

 

 

 

 

CV

 

Teaching

 

Database Site

 

Links

 Database site

Accessing WRDS

Datastream/Worldscope Resources

Sample SAS program for PC Connect

900A.mac Static data macro (right click to save, do not open directly)

Sample SAS program for Unix

900B.mac Time-series macro (right click to save, do not open directly)

Tunnel connection to WRDS (solves dropped SAS connections, by Roger)

900Aloop.mac modified to get panel data from constituent lists (by Jia Chen)
900Bloop.mac 1-variable time series for thousands of dscodes (by Alvaro Taboada, Rose Liao)

Call macro to run multiple child macros (see zipped example)

Wrds Support page: Login to Wrds resources, some useful ones are:

SAS code to import/transpose 900B csv data (by Roger)

     Sample SAS Programs

DS Windows Users Manual (pdf 208 pages, by Datastream)

     Wrds library names

How to clean up errors on Datastream (by Ince and Porter, 2006)

     WRDS Cloud manual

Further filters to clean up Datastream data in Appendix of Griffin, Nadari, and Kelly (2006). 2007 version has shorter appendix.

     Wrds community forum (many common questions answered)

DS Windows Web Guide (by Princeton U., with macro guide)

Wrds help wrds-support@wharton.upenn.edu (very responsive)

Datastream Extranet (require registration to obtain password)

 

Datastream Help: 1-800-443-6850, datastreamsupport@thomson.com

 

Worldscope

Worldscope Help File (right click to save, cannot be opened directly)

Worldscope Manual (pdf 449 pages, by Thomson)

Complete list of Datastream and Worldscope data items (6.5Mb xls)

SDC Platinum

SAS/Stata Guides

How to use SDC (pdf 6 Pages, by Roger)

SAS Online Manual - Version 9.1

Full Users Manual (pdf 102 Pages, by SDC)

UCLA site for SAS, for Stata (Highly recommended)

Errors in SDC (by Jay Ritter, by Alexander Ljungqvist)

SAS Technical Support (very responsive)

SDC helpline: 1-888-989-8373

Stata Tech Support tech-support@stata.com

 

 

 I initially created this website to help me teach the introduction to financial databases class to finance PhD students at Ohio State. See my class notes here.