Hi guys,
I know this thread is kind of offtopic, but I think my chance is quite hight to get an answer here, since there are many academics in this forum.
I am using stock data from CRSP via Wharton Research website. While downloading daily stock prices, I get a column labeled by iid with data like 01w or 03w and so on. Does someone know what this stands for? I get multiple daily prices for the same company and same date. There is also no explanation on the database.
I suggests that it might refer to ex dividend dates but I am not sure.
Thank you in advance!
Best regards!
Array
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