Location: Database >RESSET Fama-French factor Login>>

RESSET Fama-French Factor Database (RESSET/FF) is one of the RESSET derivatives database, designed for empirical research of FF factors in Chinese stock market. Based on Fama-French theory and the data of Chinese stock market, this database calculates the single factor, double factor, three factor and five factor of various frequencies and grouping modes. It has abundant derivative indicators and comprehensive historical data, which can be directly used for further study of Fama-French factor theory.