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fama-french three factors

  • Category : Finance-Stock software system
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  • Update : 2020-05-24
  • Size : 6.9mb
  • Downloaded :0次
  • Author :Dra****
  • About : Nobody
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Introduction - If you have any usage issues, please Google them yourself
Using Chinese A-share data to realize Fama French three factor model, Stata code
Packet file list
(Preview for download)
FilenameSizeUpdate
fama-french three factors 0 2020-01-11
fama-french three factors\1.dta 39145 2019-12-07
fama-french three factors\2.dta 6071445 2019-12-07
fama-french three factors\3.dta 27099 2019-12-07
fama-french three factors\4.dta 434635 2019-12-07
fama-french three factors\5.dta 98995 2019-12-07
fama-french three factors\6.dta 10212024 2019-12-07
fama-french three factors\code.do 6204 2019-12-20
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