Match and merge two data sets by dates- for each permno

Hello Friends, I have a large set of main data consisting of permo(company identifier), date(Jan 2000 to Dec 2013) and returns in excel file sheet1. I also have another set of data in sheet2 (consists of date,MKT-RF,SMB,HML) which I need to merge or join to the main data . The issue is that the main data date is not balanced, by this I mean the dates are not consistent for each permno(sheet1 Column A). Please I need help on how to repeatedly copy and paste the second data consisting of date, MKT-RF, SMB and HML to the main data ensuring the dates match.

Please see attached excel document to understand what I mean. I know my explanation above might not be clear enough. Thanks for your help

If I am understanding you correctly, you can use the following formula in E2:

=INDEX('data to merge'!B$2:B$3522,MATCH($B2,'data to merge'!$A$2:$A$3522,0))

Fill it right into F2 and G2, then fill down through the end of your data. Take a look at the attachment to see if I've got it right:

Wow CAntosh, you really understood exactly what I wanted. Thank you so much, it worked perfectly well as I wanted.

Happy to help, good luck!