R Code to link Trace to CRSP

We create a linking table that matches bond issues from TRACE to firms in CRSP.

To create a bond-firm linking table, we use Mergent FISD bonds’ 9-digit CUSIPs to get issuer and parent CUSIPs for each bond and we also use TRACE-reported trading symbols, which are firm-level tickers, and company names.

The PDF file details the whole procedure.