download_data_wrds_ccm_links {tidyfinance}

Download CCM Links from WRDS

Description

This function downloads data from the WRDS CRSP/Compustat Merged (CCM) links database. It allows users to specify the type of links (linktype), the primacy of the link (linkprim), and whether to use flagged links (usedflag).

Usage

download_data_wrds_ccm_links(
  linktype = c("LU", "LC"),
  linkprim = c("P", "C"),
  usedflag = 1
)

Arguments

linktype

A character vector indicating the type of link to download. The default is c("LU", "LC"), where "LU" stands for "Link Up" and "LC" for "Link CRSP".

linkprim

A character vector indicating the primacy of the link. Default is c("P", "C"), where "P" indicates primary and "C" indicates conditional links.

usedflag

An integer indicating whether to use flagged links. The default is 1, indicating that only flagged links should be used.

Value

A data frame with the columns permno, gvkey, linkdt, and linkenddt, where linkenddt is the end date of the link, and missing end dates are replaced with today's date.

Examples

  ccm_links <- download_data_wrds_ccm_links(linktype = "LU", linkprim = "P", usedflag = 1)