Answered By: Lippincott Library Last Updated: Jul 10, 2020 Views: 314
Use Fama French and Liquidity Factors available in WRDS. Through this database, you can easily transfer data files directly into a SAS data set.
Note: WRDS requires a Wharton username and password.
The Fama French data available in WRDS is updated a few times per year. You can access the most recent data directly from Ken French’s website which is housed through Dartmouth.