Using MATLAB to Develop Asset-Pricing Models

Scripts to build and test Fama & French three-factor model.

Description

A .zip file contains MATLAB scripts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models." The slides from the webinar are also included. The scripts examine the Fama & French model for a number of companies with recent IPOs to examine short-term pricing anomalies in the presence of missing data. A readme.txt file in the .zip folder contains instructions.

• Required Products: Financial Toolbox; Statistics Toolbox
• MATLAB release: MATLAB 7.3 (R2006b)

[Dr.Hayder Ahmed]

Academic member in Basarh University- Iraq
Dr. Hayder A.Ahmed

[Rufus Turbatus]

The file FFUniverse.mat seems corrupted, so the script stops at the first line.

But in general it looks like a good job, I'll try to fix the file myself.

[Corvin Codirla]

You fints/merge function fails when putting cash, etc. with the CAPMUniverse variable. In any case the resulting new variable has NaN for cash.

[Alex K]

I am having the same problem. You fints/merge function fails when putting cash, etc. with the CAPMUniverse variable.

[Bob Taylor]

IMPORTANT: The MATLAB code will only work with MATLAB versions 2006b and above.

[Dr.HAYDER ABDALRAHEM X AHMED]

# Working with Physical Oceanography Groups in Marine Science Center/ Basrah University (1996-1997).
# Working with Microwave Communication Group in physics Department / College of Science / Basrah University (1997-2001).
# Working with Semiconductor Group (2001-2003).
# Working with Optical Devices Group (2003-2006).
# M.Sc. (Lecture Assistance) In a Physics department from (2001-2005).
# Ph.D. (Lecture) In a Physics department (2006-2007).

[sk sk]

Can any help me and let me how do to load the FFUniverse.mat in Matlab.

I cannot do it ? How to load the data file

load FFUniverse.mat
it does not work ?