When a security is delisted and then begins trading again at a later date, does CRSP pick it up again or is it lost forever?
If an issue leaves an exchange that is covered by CRSP (NYSE, Amex, or NASDAQ) and later returns, the gap is marked in the Name History Array with an Exchange Code of 0. During this time, event data is not tracked and time series data is filled in with missing values.
CRSP will resume coverage of the security if it has primary listing on NYSE, Amex, or NASDAQ and otherwise fulfills our universe requirements for the stock database. New PERMNO or PERMCO may be assigned, depending on events that took place during the off-CRSP period.
EXAMPLE:
PERMNO 83404
Namedt Enddt Cusip Ticker Company Name CLS SH Ex SIC
19960430 19990616 71892810 PHYX PHYSIOMETRIX INC 11 3 3840
19990617 20000611 71892810 PHYSIOMETRIX INC 11 0 3840
20000612 20010823 71892810 PHYX PHYSIOMETRIX INC 11 3 3840
20010824 20050729 71892810 PHYX PHYSIOMETRIX INC 11 3 3840
This security ceased trading on NASDAQ on June 16, 1999. It resumed trading on NASDAQ on June 12, 2000. The interval between these dates is represented by a name line with Exchange Code set to zero, and the Ticker field blank.