感觉用正则表达式还行，比如你的例子：
data _null_;
change = prxparse('s/<.*?>//');
txt='<ahref=http://finance.sina.com.cn/realstock/company/sz300187/nc.shtmlclass="keyword" target=_blank>永清环保</a></span><spanid=quote_sz300187></span>冲上跌停，<spanid=stock_sz300070><a href=http://finance.sina.com.cn/realstock/company/sz300070/nc.shtmlclass="keyword" target=_blank>碧水源</a></span><spanid=quote_sz300070></span>、<spanid=stock_sz300190><ahref=http://finance.sina.com.cn/realstock/company/sz300190/nc.shtmlclass="keyword" target=_blank>维尔利</a></span><spanid=quote_sz300190></span>、<spanid=stock_sh600008><ahref=http://finance.sina.com.cn/realstock/company/sh600008/nc.shtmlclass="keyword" target=_blank>首创股份</a></span><spanid=quote_sh600008></span>、<spanid=stock_sz002616><a href=http://finance.sina.com.cn/realstock/company/sz002616/nc.shtmlclass="keyword" target=_blank>长青集团</a></span><spanid=quote_sz002616></span>、<spanid=stock_sz002573><ahref=http://finance.sina.com.cn/realstock/company/sz002573/nc.shtmlclass="keyword" target=_blank>国电清新</a></span><spanid=quote_sz002573></span>等跌幅居前。';
call prxchange(change,-1, txt);
put txt;
run;
具体方面还得看需求。

我以前用matlab经常做这东西，提取的数据直接对应输入到excel 里面。