Fama and French 49 industry classification - need help

[Phuong Le]

Hi everyone,

I'm a student in Viet Nam and I'm doing my research about financial distress. My research is based on a paper, in which use Fama and French 49 industry grouping.
I searched a lot about Fama and French industries classification but I can't understand clearly what I have to do to run this classification on Stata.

Do i need a code and add to Stata to run?

Does anyone can help me?

Thank you for reading my problems!

[Phil Bromiley]

This is not really a Stata question. You need to find out how Fama and French moved from the original data (e.g., an SIC or NAIC code) to their 49 industry grouping. Once you know what SIC or NAIC codes go into a given FF industry, you can program that easily in Stata. Someone on the web has probably already done most of the lookups for you.

[Clyde Schechter]

This link may be helpful: https://csclub.uwaterloo.ca/~k55chen/?p=294

[Phuong Le]

Thank you for your helping, Phil and Clyde!

[William Lisowski]

Note that the link at #3 above has been relocated to http://kaikaichen.com/?p=294 at this time.