Fama and French Five Factor Model in Stata

In this video, we discuss how to perform fama and french five-factor model in Stata. We have demonstrated/designed the code using CRSP and Compustat database. However, you can modify the code for other markets. This do file contains comments that will help you understand each line of code.
Download the code and dummy files:
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[@Asadkhan-xt8gs]

Good job. It is very helpful

[@thedatahall]

Thanks

[@sauravmedhi1407]

it would be better if you share the do file of fama french 5 factor model as the file showing the panel data analysis in R

[@thedatahall]

Please email me at [e-mail]