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Fama-French Model Data Analysis by alex97blb is a document available to read on EtoBox.

What is Fama-French Model Data Analysis about?

- The document discusses loading and preparing monthly stock price and factor return data from Fama-French for the three factor model analysis. This includes transforming variable types, renaming columns, and subsetting data to match start dates. - Monthly stock price data is also loaded for IBM, GE, and JNJ from 1980-2020, and returns are calculated. - The data preparation continues by subsetting the IBM data to match the 1985 start date of the other stocks to allow combined analysis.

Author

alex97blb

Language

EN