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NAICS_TO_FF: Stata module to convert NAICS codes to Fama-French industry classifications

Author

Listed:
  • Kelvin Law

    (Nanyang Technological University)

Programming Language

Abstract

baics_to_ff converts NAICS codes to Fama-French industry classifications. The command supports all major Fama-French industry classification schemes: FF5, FF10, FF12, FF17, FF30, FF38, FF48, and FF49. The command accepts both numeric and string NAICS codes. String NAICS codes are automatically converted to numeric values. Non-numeric strings (e.g., "XXXX") are treated as missing. The Fama-French industry classifications are widely used in empirical accounting and finance research to group firms by industry. These classifications are based on four-digit SIC codes and are maintained by Kenneth R. French on his data library website.

Suggested Citation

  • Kelvin Law, 2025. "NAICS_TO_FF: Stata module to convert NAICS codes to Fama-French industry classifications," Statistical Software Components S459554, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459554
    Note: This module should be installed from within Stata by typing "ssc install naics_to_ff". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/n/naics_to_ff.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/naics_to_ff.sthlp
    File Function: help file
    Download Restriction: no
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