WebSAS macros to assign Fama French industry classification codes based on SIC number. Thank you to Kenneth French for providing the classification codes . on his website. Excerpts of this code are taken … WebIn November 2024, we began providing historical archives of US monthly Fama/French 3 factors and 5 factors files for all available previous data cuts. In December 2024, we began providing historical archives of the 2x3 bivariate portfolio sorts used to construct the factors for each July data cut. February. 2024. Last 3. Months. Last 12. Months.
Stata command to create Fama-French industry classifications …
WebJun 18, 2015 · type(30) means Fama_French 30 industries classification. Type must be 5, 10, 12, 17, 30, 38, 48 or 49. ... 29 Responses to Stata command to create Fama-French industry classifications based on SIC codes. Jessica says: October 25, 2015 at 2:38 am Hi Kai, Thank you for your post! WebOct 31, 2024 · How to convert SIC codes into Fama French 12. 31 Oct 2024, 14:14. Hello, I am a uni student and I'm terrible with computers. For a project that is due in a week, we are supposed to convert industry SIC codes (which number in the thousands) into Fama French 12 classifications. I've read a few posts on this forum detailing how to do this, … shard london bridge projeto
Ed deHaan, Associate Professor - Accounting - University …
WebCreates Fama-French industry classifications based on SIC codes ***** 1. Stata . See the ado file written by Judson Caskey. Here is his website. The syntax: ffind sic, newvar(ffi) … WebMar 11, 2024 · I would like to sort companies according to the Fama-French 48 industry levels. For that, I need the Compustat Standard Industrial Classification (SIC) code. In … WebFama French Industry. Download Fama French industry classifications and convert them to read to use formats. Variable Definition. ffi: Fama French industry code;; ffi_name: Fama French industry name;; ffi_desp: Fama French industry description;; sic_s: Standard industrial classification (SIC) starting code;; sic_e: SIC ending code;; … pooler shopping