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SAS Programming Finance Research Related Empirical Asset Pricing
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Finance & Management > Financial Reporting

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Job canceled.

Jun 8, 2012
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  • Posted: Tue, Jun 05, 2012
  • Time Left: Closed
  • Location: Anywhere
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  • Start: Tue, Jun 5, 2012
  • Budget: About $300
  • Fixed Price Job
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  • U.S. freelancers must have W9
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Looking for someone who is proficient at using SAS programming language, with special knowledge in financial literature methods, such as Fama French, Fama MacBeth. The project needs to be completed in 2 days, my budget is $300. Accuracy is a must. If you have access to WRDS its a plus, but I can download all the data as well. Data involve CRSP, Compustat, and Institional ownership data. They need to be merged in a proper way and cross-sectional regressions are required. Statistics backgroud is also a plus. To summarized what I need. 1) merger 3 sets of data (hardest part) 2) summary stats 3) cross-sectional regression then avg. across time for stocks 4) chow's test on split samples. You need to know SAS macro well to do all the sorting, finding stocks in the intersection of two one dimensional sort, regressions.

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Job ID: 31031826
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