TLDR: Code is free and probably worth what you paid so use caution.
Below is code that I find useful and I find my self using frequently. I offer this to the research community as my contribution. Hopefully you will find this code useful as well. Although I do my best on getting the code right before I share it here, no guaratees or warranties are made about the accuracy. If you find an error, please email me and I will correct the mistake.
I currently don't have public Repos on GitHub. One day, I'm sure I will. How magical will be that day! :)
Initial construction of webpage still in process. |
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R
- SIC4_to_FF12.R - R code that creates Fama-French 12 Industries variables.
- SIC4_to_FF48.R - R code that creates Fama-French 48 Industries variables (Based on Ed deHaan's SAS Code.)