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.
errors occur when loading universe in Matlab Student 2013b
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
it does not work ?
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IMPORTANT: The MATLAB code will only work with MATLAB versions 2006b and above.
I am having the same problem. You fints/merge function fails when putting cash, etc. with the CAPMUniverse variable.
You fints/merge function fails when putting cash, etc. with the CAPMUniverse variable. In any case the resulting new variable has NaN for cash.
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.
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