Data Definitions - W

Weight of Issue

Weight of Issue is the defined weight of an issue within the index during the range indicated in a list defining the
index. It is set to zero if weighting is defined based on data and not part of the list definition.

General Information
Primary Concepts	Index List History Array
Data Type	real number
Unit of Item	Mathematical value
Date Range Availability
Daily	1925
Monthly	1925
Database Availability and Utility Usage
Database Formats	CRSPAccess
Product Types	IND
ts_print Daily Usage	`n/a`
ts_print Monthly Usage	`n/a`
stk_print Option(s)	`/di`
C Usage
Object	list_arr[ ]
Array	list[ ][ ]
Element	weight
FORTRAN-95 Usage
Type or Subtype	list_arr( )
Member and/or Array	list( )
Element	weight

CRSP in Action

Immigration and the Stock Market: How Immigration Policy Affects the Stock Prices of Firms that Employ Low-Skilled Workers

The Center for Growth and Opportunity at Utah State University

This study examines the stock prices of firms most likely to be affected by immigration immediately surrounding the signing of the Immigration Act of 1990 and the implementation of the 1999 Temporary Protected Status.

The Democratization of Investment Research: Implications for Retail Investor Profitability and Firm Liquidity

Investment research is increasingly produced outside of Wall Street. The ability of retail order imbalances to predict future returns is twice as large on days SA research is published, and the relation is stronger for articles that generate more comments or are written by skilled contributors.

Uncertainty about What's in the Price

Business school in Fontainebleau, INSEAD, HEC Paris

Speculators face uncertainty about which signals are already reflected in the price.

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