Fama-French SMB and HML | 2. CRSP Stock Data
Learn how to work with CRSP stock data to calculate market equity. Presentation includes detailed examination of the relevant portion of SAS code used to replicate the Fama-French factors.
Learn how to work with CRSP stock data to calculate market equity. Presentation includes detailed examination of the relevant portion of SAS code used to replicate the Fama-French factors.