SEARCH HOME
Math CentralQuandaries & Queries

search

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,
Le Thi Bich Hanh

Resp

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

About Math Central
 

 


Math Central is supported by the University of Regina and The Pacific Institute for the Mathematical Sciences.
Quandaries & Queries page Home page University of Regina PIMS