SIC_TO_FF: Stata module to convert SIC codes to Fama-French industry classifications
Kelvin K. F. Law
Statistical Software Components from Boston College Department of Economics
Abstract:
sic_to_ff converts Standard Industrial Classification (SIC) codes to Fama-French industry classifications. The command supports all major Fama-French industry classification schemes: FF5, FF10, FF12, FF17, FF30, FF38, FF48, and FF49. The command accepts both numeric and string SIC codes. String SIC codes are automatically converted to numeric values. Non-numeric strings (e.g., "XXXX") are treated as missing. The Fama-French industry classifications are widely used in empirical accounting and finance research to group firms by industry. These classifications are based on four-digit SIC codes and are maintained by Kenneth R. French on his data library website.
Language: Stata
Requires: Stata version 14
Keywords: data management; SIC codes; Fama; French (search for similar items in EconPapers)
Date: 2025-12-10
Note: This module should be installed from within Stata by typing "ssc install sic_to_ff". 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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http://fmwww.bc.edu/repec/bocode/s/sic_to_ff.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sic_to_ff.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459550
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