Do anyone have any source to construct market stock return on 25 size and book-to-market portfolios on quarterly basis?

11 July 2019 0 7K Report

Dear Sir/Madam

I am calculating quarterly return on one of the Fama and French (1993) 25 size and book-to-market portfolios, however on Fama and french website it is constructed annually at the end of June. Do anyone have any source to construct market stock return on 25 size and book-to-market portfolios on quarterly basis?

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