Niek van der Schaaf

2 Questions 4 Answers 0 Followers

Questions related from Niek van der Schaaf

How to construct the Fama French factors?

Dear community, For my Master Thesis, I am planning to replicate the Fama French 5 factor model from scratch. However, I encounter a practical problem in constructing the factors. In order to...

23 May 2019 2,394 5 View

Is it possible to download data using CRSP in time-series format rather than in panel-data format?

Dear Community, For my Master thesis I need the data on stock prices of all firms listed on the NYSE, NASDAQ and AMEX. The database I use is CRSP. For my analysis, I need the data in time-series...

07 May 2019 4,310 2 View