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Creates Fama-French industry classifications based on SIC codes
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1. Stata
See the ado file written by Judson Caskey. Here is his website.
The syntax:
ffind sic, newvar(ffi) type(30)
type(30) means Fama_French 30 industries classification.
2. SAS/R
See here and here for equivalent SAS/R code.
3. Excel
See here for the excel file that includes all SIC possible codes and their corresponding
Fama-French 12 and 48 industries classification.