Fama and French (1993) claim that their sample excludes firms until they have appeared in Compustat for

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Fama and French (1993) claim that their sample excludes firms until they have appeared in Compustat for two years. Implement this additional filter and compare the improvements of your replication effort.

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Tidy Finance With R

ISBN: 9781032389349

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Authors: Christoph Scheuch, Stefan Voigt, Patrick Weiss

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Question Posted: Oct 22, 2024 10:00 AM

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Fama and French (1993) claim that their sample excludes firms until they have appeared in Compustat for

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Tidy Finance With R

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