how to find the closes trading day when i merge?

aarony — Tue, 25 Oct 2016 15:51:46 GMT

hi, i have a set of events with cusip date.

i also have a dataset with CRSP data. cusip and date and stock px.

the issue with my events data is that it does not always fall on a trading day.

how do i flag the next date in the CRSP dataset (IF i do not have the same date match)?

thank you in advance for all the kin dhelp.

Re: how to find the closes trading day when i merge?

Ksharp — Wed, 26 Oct 2016 03:03:08 GMT

It would be better if you post some data and output.

I think you could start with the following code.

data want;

set date cusid;

by date;

run;