How to get resources for Research Paper

[rukawa]

I am interested in reproducing Alon Bochman's study on Negative Enterprise Value. I want to understand the difference in returns between Negative Enterprise Value and NNWC since the differences appear to be quite substantial.

 

https://blogs.cfainstitute.org/investor/2013/07/10/returns-on-negative-enterprise-value-stocks-money-for-nothing/

 

Alon Bochman obtained his data from Compustat and CRSP databases. What is the best way to get access to these databases? Should I collaborate with a professor? Has anyone done this before?

[winjitsu]

Bloomberg has some nice backtest features for automated trading strategies which is the easy way.

 

The harder and more academically rigorous way is using CRSP & COMPUSTAT. If you're still in school, you or your professor may have access to WRDS (https://wrds-web.wharton.upenn.edu/wrds/index.cfm?), and you'll want to use the CRSP/COMPUSTAT linked database. There's quite a bit of data, so helps if you have some technical computer skills (SQL + scripting language of choice).

 

Best of luck.