CRSP permno
Sample year
Sample number within year
c estimate
beta estimate
Var(u) estimate
SD(u) estimate
CRSP exchcd for year/kSample
CRSP shrcd for year/kSample
CRSP cfacpr for year/kSample
Start date for year/kSample
End date for year/kSample
Number of days in sample
Number of days with realized trade