Q. Where can I find Fama French factors?

Use Fama French and Liquidity Factors available in WRDS. Through this database, you can easily transfer data files directly into a SAS data set.

Note: WRDS requires a Wharton username and password.

The Fama French data available in WRDS is updated a few times per year. You can access the most recent data directly from Ken French’s website which is housed through Dartmouth.  


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  • Last Updated Jul 15, 2021
  • Views 1
  • Answered By Jared Bock

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