Overview
Reproduction of the article Cross-sectional stock returns predictability/d
atabase of monthly share prices of companies listed on a European market for 15 years and 4 indicators (book value/market value, market value, sales/market value, book value of debt/market value) will be provided. The database will be available on 9 January. The analysis of the data will be done in gauss programming language which will be given codes and the basic code for the analysis will be sent to you. The analysis is based on the Fama and French model and needs cross sectional analysis.
Need only the statistical analysis and the results / need Gauss program i provide the code you have to run the excel and the articles