For my thesis, I have downloaded factor data from Kenneth French's website in a csv format. When importing into stata the data looks as follows:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str58 v1 "This file was created using the 202103 Bloomberg database." "Missing data are indicated by -99.99." ",Mkt-RF,SMB,HML,RF" "19900702 ,0.99 ,0.05 ,-0.53 ,0.03" "19900703 ,0.33 ,-0.12 ,-0.03 ,0.03" "19900704 ,0.24 ,-0.01 ,-0.14 ,0.03" "19900705 ,-0.64 ,0.19 ,0.06 ,0.03" "19900706 ,0.08 ,-0.19 ,0.14 ,0.03" "19900709 ,0.49 ,0.03 ,-0.27 ,0.03" "19900710 ,0.01 ,0.36 ,-0.39 ,0.03" "19900711 ,-0.34 ,-0.49 ,-0.05 ,0.03" "19900712 ,0.61 ,-0.16 ,-0.02 ,0.03" "19900713 ,0.48 ,-0.61 ,0.03 ,0.03" "19900716 ,0.31 ,-0.21 ,-0.22 ,0.03" "19900717 ,0.55 ,0.15 ,0.26 ,0.03" "19900718 ,0.12 ,-0.08 ,-0.03 ,0.03" "19900719 ,-0.13 ,0.30 ,-0.19 ,0.03" "19900720 ,0.34 ,-0.10 ,0.11 ,0.03" "19900723 ,-0.07 ,0.66 ,-0.01 ,0.03" "19900724 ,-0.38 ,0.00 ,0.17 ,0.03" "19900725 ,0.15 ,-0.19 ,0.28 ,0.03" "19900726 ,-0.30 ,0.35 ,-0.13 ,0.03" "19900727 ,0.21 ,0.49 ,-0.24 ,0.03" "19900730 ,-0.04 ,0.15 ,0.06 ,0.03" "19900731 ,1.38 ,-0.36 ,-0.11 ,0.03" "19900801 ,-0.40 ,-0.01 ,0.08 ,0.03" "19900802 ,-1.38 ,0.37 ,0.11 ,0.03" "19900803 ,-1.23 ,0.70 ,-0.04 ,0.03" "19900806 ,-2.85 ,1.38 ,-0.47 ,0.03" "19900807 ,0.51 ,-1.22 ,0.28 ,0.03" "19900808 ,-1.63 ,0.63 ,-0.03 ,0.03" "19900809 ,0.29 ,-0.75 ,-0.24 ,0.03" "19900810 ,-0.06 ,0.05 ,0.14 ,0.03" "19900813 ,-0.84 ,0.49 ,-0.07 ,0.03" "19900814 ,0.57 ,-0.39 ,0.13 ,0.03" "19900815 ,0.84 ,-0.43 ,-0.03 ,0.03" "19900816 ,-0.17 ,0.20 ,0.23 ,0.03" "19900817 ,-1.57 ,0.94 ,0.15 ,0.03" "19900820 ,-2.17 ,0.39 ,0.31 ,0.03" "19900821 ,-2.56 ,0.88 ,0.59 ,0.03" "19900822 ,0.25 ,-0.85 ,0.26 ,0.03" "19900823 ,-1.39 ,0.48 ,-0.41 ,0.03" "19900824 ,0.35 ,-1.21 ,0.25 ,0.03" "19900827 ,2.76 ,-1.58 ,0.43 ,0.03" "19900828 ,0.61 ,0.47 ,-0.93 ,0.03" "19900829 ,0.09 ,-0.40 ,-0.48 ,0.03" "19900830 ,-0.09 ,-0.42 ,-0.25 ,0.03" "19900831 ,-1.15 ,0.32 ,-0.23 ,0.03" "19900903 ,-1.38 ,0.15 ,0.15 ,0.03" "19900904 ,-1.03 ,0.54 ,0.12 ,0.03" "19900905 ,1.12 ,-0.20 ,-0.06 ,0.03" "19900906 ,-0.61 ,0.41 ,0.01 ,0.03" "19900907 ,-0.79 ,-0.21 ,-0.04 ,0.03" "19900910 ,0.07 ,-0.94 ,-0.06 ,0.03" "19900911 ,-0.93 ,0.41 ,-0.02 ,0.03" "19900912 ,0.39 ,-0.19 ,0.26 ,0.03" "19900913 ,0.45 ,0.35 ,0.00 ,0.03" "19900914 ,-0.52 ,0.72 ,-0.03 ,0.03" "19900917 ,-0.20 ,0.09 ,-0.04 ,0.03" "19900918 ,-0.99 ,0.26 ,0.18 ,0.03" "19900919 ,-1.97 ,-0.07 ,-0.01 ,0.03" "19900920 ,-2.38 ,0.49 ,-0.41 ,0.03" "19900921 ,-1.19 ,-0.82 ,0.23 ,0.03" "19900924 ,-0.26 ,0.72 ,0.39 ,0.03" "19900925 ,-1.64 ,0.32 ,-0.10 ,0.03" "19900926 ,-0.19 ,-0.28 ,-0.09 ,0.03" "19900927 ,0.33 ,-0.17 ,0.24 ,0.03" "19900928 ,-1.08 ,0.66 ,-0.10 ,0.03" "19901001 ,2.66 ,-2.07 ,-0.22 ,0.03" "19901002 ,1.83 ,-0.95 ,-0.25 ,0.03" "19901003 ,0.88 ,-0.06 ,0.00 ,0.03" "19901004 ,0.00 ,0.51 ,0.03 ,0.03" "19901005 ,0.94 ,-0.55 ,-0.24 ,0.03" "19901008 ,2.97 ,-0.06 ,0.20 ,0.03" "19901009 ,-1.11 ,0.65 ,-0.04 ,0.03" "19901010 ,-1.26 ,0.72 ,-0.02 ,0.03" "19901011 ,0.22 ,-0.44 ,-0.47 ,0.03" "19901012 ,0.46 ,-0.26 ,0.35 ,0.03" "19901015 ,-0.25 ,-0.28 ,-0.17 ,0.03" "19901016 ,0.46 ,0.45 ,0.03 ,0.03" "19901017 ,-0.54 ,0.22 ,0.10 ,0.03" "19901018 ,1.08 ,-0.50 ,-0.10 ,0.03" "19901019 ,0.39 ,-0.78 ,-0.05 ,0.03" "19901022 ,-0.34 ,-0.18 ,-0.02 ,0.03" "19901023 ,1.21 ,-0.91 ,0.12 ,0.03" "19901024 ,0.34 ,0.47 ,0.21 ,0.03" "19901025 ,-0.66 ,0.55 ,-0.07 ,0.03" "19901026 ,-1.45 ,0.74 ,-0.34 ,0.03" "19901029 ,-0.61 ,-0.03 ,0.10 ,0.03" "19901030 ,-0.86 ,0.62 ,-0.16 ,0.03" "19901031 ,0.02 ,-0.51 ,0.11 ,0.03" "19901101 ,-0.27 ,0.35 ,0.07 ,0.03" "19901102 ,0.23 ,-0.12 ,0.02 ,0.03" "19901105 ,0.98 ,-0.32 ,-0.20 ,0.03" "19901106 ,0.06 ,-0.23 ,0.19 ,0.03" "19901107 ,-0.62 ,0.51 ,0.11 ,0.03" "19901108 ,-1.08 ,0.31 ,-0.03 ,0.03" "19901109 ,0.17 ,-0.42 ,0.12 ,0.03" "19901112 ,0.68 ,-0.80 ,-0.06 ,0.03" "19901113 ,0.33 ,-0.32 ,0.05 ,0.03" end
Thank you in advance.
Kind regards,
Robert
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