Niek van der Schaaf

5 Questions 5 Answers 0 Followers

Questions related from Niek van der Schaaf

How do you perform a Fama-MacBeth regression with international assets using Stata?

Dear community, What is the code to perform a Fama-MacBeth regression in Stata? I understand how this works theoretically, but I do not understand how this is implemented in Stata. My variables...

07 July 2019 9,085 3 View

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...

05 May 2019 1,847 6 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...

05 May 2019 3,279 2 View

How to download all stock price data and financial information (such as size) on all NASDAQ, NYSE and AMEX firms using CRSP?

Dear community, How do I download all stock price data of all firms listed on the NYSE, NASDAQ or AMEX using CRSP? Furthermore, is it possible to include financial information about all those...

04 April 2019 3,427 1 View

How can I download historical data on all NYSE stocks at once?

For my Master Thesis, I need the data of all stock prices on the NYSE, NASDAQ and Amex. Is there a possibility to download all the stock prices of one exchange at once, rather than downloading...

04 April 2019 9,013 5 View