Additional Materials

Programming Code:*

A Brief Introduction to SAS: A Primer
SAS Macro to Winsorize Data: File
SAS Macro to Create Dummy Variables: File
SAS Macro to run Fama/MacBeth Regressions: File
Matlab Code to Solve for Implied Cost of Capital: File
Matlab Code to Structure Implied Cost of Capital Calculation: File

*Disclaimer: I do not guarentee the accuracy of this code. These files are intended as references that require updating and corrections. Use at your own risk.

  • Eric So

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