01 August 2021 2 6K Report

Hi everyone,

For a research I'm currently doing I need monthly country specific Fama-French 3 factors for emerging economies (especially for Turkey). Do you know any sources publishing the factors?

Note:

  • Kenneth French serves a consolidated dataset for the factors for the emerging markets.
  • Dr. Spyros Skouras shares country specific factors, but currently his data last by the end of 2015.

Any suggestions will be appreciated. Thanks in advance!

Onur

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