Fama French 49 YES 49 !!! 
Posted: 18 November 2015 10:30 AM   [ Ignore ]
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Hey Joost and fellow SAS-sers,

I’m working on some projects and wanted to verify the FF 48 and lo and behold there is 49. F-F took a total of 3 number blocks from Computers and Business Services and created “Software.”
Makes sense.
Well I thought I would share the Ed deHaan’s FF48 code that I altered.
Am I the first one?

Hope this helps.

Chris
“Forming the foundry”

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Posted: 18 November 2015 12:10 PM   [ Ignore ]   [ # 1 ]
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Great, thanks!

I’ll make an entry for this in the repository.

Best,

Joost

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Posted: 21 November 2015 10:10 PM   [ Ignore ]   [ # 2 ]
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hi Chris,

I probably went overboard, but I had fun nonetheless (I automated generating the SAS macros for all 7 different industry classifications), see: https://github.com/JoostUF/fama-french

Please let me know if you see some mistakes.

Best,

Joost

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