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| Math Central | Quandaries & Queries |
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Question from Le, a student: Hi, I'm student in economics. I have to read some researchs of test of financial model (test of Black, 1972, Fama et McBeth, 1973, Fama et French, 1993, about the CAPM or APT model). And I really want to redo these tests with the same data to understand them better. But I dont know where and how I can have these data. I hope to have some recommandations from you. Happy Christmas and happy new year! Thank you, |
I would contact the authors directly. Eugene Fama and Kenneth French both seem [from a quick web search] to be alive & active (at Chicago). Even if the data have not been published, they may well be prepared to share.
Good Hunting!
RD
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