Since FF library is for US. How can I get the SMB and HML fators for European markets (UK, France, Germany, etc)?
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1$\begingroup$ It is not true that Kenneth French's web site only covers the US mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/… $\endgroup$ – Alex C Feb 21 '17 at 23:55
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You can get a pooled European market at Kenneth French's website, you just have to scroll down. These are current.
German factors are here, but I think they might have stopped updating them in 2016: https://www.wiwi.hu-berlin.de/de/professuren/bwl/bb/data/fama-french-factors-germany/fama-french-factors-for-germany
Stefano Marni has a large set of monthly factors, including France, however, they stop in 2013.
http://homepage.sns.it/marmi/Data_Library.html
Similarly, Tharayan and Christidis offer daily UK factors, they stop in June 2015.
http://business-school.exeter.ac.uk/research/centres/xfi/famafrench/
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$\begingroup$ Some big European investment bank should pay Humboldt, or Monsieur Marni or Tharayan to update these factors every month... $\endgroup$ – noob2 Feb 22 '17 at 14:22
