SAS programs to calculate Fama-French (JFE, 1993) factors. You need all of these programs. Run them in the order they are listed.
msf_smb.sas
smb.sas
be.sas
beme.sas
factors.sas
rm-rf.sas
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SAS programs to calculate Fama-French (JFE, 1993) factors |
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