WebJul 12, 2016 · 17 Mar 2016, 12:30. This is not really a Stata question. You need to find out how Fama and French moved from the original data (e.g., an SIC or NAIC code) to their 49 industry grouping. Once you know what SIC or NAIC codes go into a given FF industry, you can program that easily in Stata. Someone on the web has probably already done … WebIndustry Classification. We use the & Fama French 12-industry classification in this website. In the interest of brevity, we shortened the names of the industries as follows. Consumer …
Kenneth R. French - Data Library - Dartmouth
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) … WebIndustry Data This table provides Fama and French Industry Classification codes (30 Industries) for the firms used in the analysis. The data covers the full sample of 1,002 firms (5,827 firm-year ... if 最大値
FamaFrenchIndustries/industries_ff12.sas at main · ed-dehaan ... - Github
WebMay 17, 2011 · Mapping SIC to FamaFrench Industry Classification. I am working on a project where I have to map firms that have an SIC industry classification to the … WebA comparison of how well industry classifications explain the co-movement of stock returns at long horizons was done in , which found that GICS—not surprisingly—does better than the Fama–French industry classification with 48 “industries” (FF48), which is based on SIC. However, FF48 is not the same as SIC; it aggregates tickers with ... 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 … if 曖昧検索