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fama-french three factors

于 2021-03-02 发布

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下载积分: 1 下载次数: 8

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代码说明：

说明：利用中国A股数据实现Fama-French三因子模型，stata代码(Using Chinese A-share data to realize Fama French three factor model, Stata code)

文件列表：

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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fama-french three factors

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