各位大神:
小弟最近在讀Firm Characteristics, Relative Efficiency, and Equity Returns這篇paper。
作者是 Giao X. Nguyen and Peggy E. Swanson
期刊是Journal of Financial and Quantitative Analysis
想了解其中的stata code,不知道有大神有嗎?
或者是其中用到的fama-french-carhart four factor models的code
懇請大神carry了...感激不盡!