SICFF: Stata module to create Fama French Industry Variable from SIC Code

Tyson Van Alfen ()

Statistical Software Components from Boston College Department of Economics

Abstract: sicff takes a 4-digit numeric SIC code (varname) and creates a new variable that contains one of the Fama and French industries. See Ken French's website for more details on the industry classifications.

Language: Stata
Requires: Stata version 10
Keywords: data management; finance; Fama; French (search for similar items in EconPapers)
Date: 2017-07-24, Revised 2024-04-26
Note: This module should be installed from within Stata by typing "ssc install sicff". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/sicff.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sicff.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458381

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