Dear all, I have monthly stock observations sorted according to the unique ID number for all US stocks and I need to merge the data file with the corresponding Fama French factors (having daily observations). How can I achieve that in the new dataset to each monthly observation there is a factor observations matched? The data looks like this: Fama French: date SML HML 19910102 a d 19910103 b f 19910104 c h ... 19910201 x z Stocks: permno date price 1001 19910102 1 1001 19910201 2 1002 19910102 3 ... Merged: permno date price SML HML 1001 19910102 1 a d 1001 19910201 2 x z 1002 19910102 3 a d Thanks in advance
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