Finance Project
6. Obtain annual data from COMPUSTAT for variables listed below (another excel file at the annul level, email me as well) for all the firms. Run regressions with all these COMPUSTAT variables at t-1 year, time dummy, firm dummy, and annual Fama-French factors (MKT, HML, SMB, UMB) as the IVs and annul continuously compounded-stock return as the DV. ................
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