Using multiple regression analysis, estimate the Fama-French 3 Factor model for your company and interpret your results: Quantitative Methods for Financial Management Course Work, UOM, UK
Assignment Question 1 Download 30 years’ worth of monthly data for the period January 1993 to December 2022 on a company of your choice from the CRSP database via WRDS, and download the Fama-French 3 Factors from the Kenneth French Data Library or from WRDS. You can access the Kenneth French Data Library directly here: … Read more