Anastasia Simmet

The Fama & French factors from French & Fama database for a period July 1926 - May 2015. Matlab data format.

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Field Value
Format .mat
License CC-BY 4.0
Type data
Version 1
Authors Pohlmeier, Winfried and Simmet, Anastasia
Publication Date 2019
Availability Download
Geographic Area (free)
Temporal Coverage (controlled) 1926-07-01 to 2015-05-01
Temporal Coverage (free)
Unit Type TimeUnit
Number of Units 1066
Sampled Universe
Number of Variables 5
URL https://journaldata.zbw.eu/dataset/c6826085-3a96-41b1-836b-f5ec0275ee2f/resource/e4fd0471-5435-4a5f-9633-ea756155eb8b/download/factordata.mat
Last updated March 5, 2019
Created March 5, 2019