Paid Help in Empirical Finance 

In small matters related to research, I do help others without any service fee. And I feel very happy to reply to email requests which I receive frequently, almost two or three requests a day. However, if the work requires considerable amount of time and efforts, then I refer people to our group, StataProfessor, that offers paid help. 

    Our group, StataProfessor, has completed five projects successfully and additional three projects are in process. Regarding the nature of help you can expect from us, we cooperate throughout the data processing and data management or auxiliary tasks that your supervisor/funding agency may ask you to do. 
    It is important to note that we cannot help in thesis write up or proofreading of 
the thesis. We believe in students' learning, hence we help in the application of empirical methods in finance, develop relevant Stata codes, share those codes, and then enable students to apply the relevant steps on their own. However, we do attach the condition that the codes are used for personal use and are not shared with friends or general public through any means.

Stata Prefossors

asm Momentum Portfolios Module in Stata

    Momentum investment strategy is a widely accepted strategy where an investor buys stocks that have recently outperformed the market (called the winners stocks) and sells/short-sells stocks with poor recent returns (called the loser stocks). More than 300 research papers have provided a pervasive evidence in support of momentum strategy. Still this area attracts researchers in a variety of ways. One common problem with momentum portfolios construction is the extensive labor work using conventional spread sheet programs such MS Excel, specifically constructing portfolios in overlapping fashion. 

To overcome this issue, I have written an easy to use Stata program, asm, that offers a large number of options which have been used in the the momentum literature.  For complete details, click on the following link:
Stata Module to make Momentum/Contrarian Portfolios and Thier Returns in Overlapping Fashion