Tidy Finance with R: Some notes
Preface
This “book” is a collection of notes made as I work through Tidy Finance with R.
Data
Table | Chapter | Code |
---|---|---|
beta |
6 | make_betas.R |
compustat |
3 | make_compustat.R |
cpi_monthly |
2 | fin_data.R |
crsp_daily |
3 | make_crsp_daily.R |
crsp_monthly |
3 | make_crsp_monthly.R |
factors_ff_daily |
2 | fin_data.R |
factors_ff_monthly |
2 | fin_data.R |
factors_q_monthly |
2 | fin_data.R |
industries_ff_monthly |
2 | fin_data.R |
macro_predictors |
2 | fin_data.R |
mergent |
||
trace_enhanced |