Rework data so that it has groups for regional, ANN, and OTC
Re-do the previous work in the listing gap- Thus, in a given year, we exclude: records that are not U.S. common stocks (Share Codes 10 and 11); stocks not listed on the AMEX, NASDAQ, or NYSE (Exchange Codes 1, 2, and 3); and, investment funds and trusts (SIC Codes 6722, 6726, 6798, and 6799) Link to "The U.S. Listing Gap" PDF - http://www.nber.org/papers/w21181.pdf
Notes-