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st: FF 1992 data import problem


From   mic depo <[email protected]>
To   [email protected]
Subject   st: FF 1992 data import problem
Date   Mon, 10 Oct 2011 10:06:55 +0300

Dear all,

I need to import the "100 Portfolios Formed on Size and
Book-to-Market" data from French's website into Stata. Unfortunately,
French doesn't give it in Stata format, and I don't know  how I can
import such a matrix into Stata while creating the required variables
such as date, return, portfolio number etc. for replicating FF 1992. I
searched for similar posts but couldn't find much on Statalist
archieves. I would very much appreciate if someone could help me with
this.

Best regards,

Mic
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