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Fama-French 1992 style signal lags #80

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chenandrewy opened this issue Apr 4, 2022 · 0 comments
Open

Fama-French 1992 style signal lags #80

chenandrewy opened this issue Apr 4, 2022 · 0 comments
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enhancement New feature or request

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@chenandrewy
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Our data simply lags 6 months from datadate instead of the annually-in-June lagged updating in FF1992. Maio Ben Zhang suggested that we add this alternative lag.
@tomz23 tomz23 added the enhancement New feature or request label Mar 24, 2023
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@tomz23 @chenandrewy