2
Accessing & Managing Financial Data
Tidy Finance with R: Some notes
Preface
1
Introduction to Tidy Finance
2
Accessing & Managing Financial Data
3
WRDS, CRSP, and Compustat
4
Other Data Providers
5
Beta Estimation
6
Univariate Portfolio Sorts
7
Size Sorts and p-Hacking
8
Value and Bivariate Sorts: Database version
9
Value and Bivariate Sorts: Original version
10
Fixed Effects and Clustered Standard Errors
References
2
Accessing & Managing Financial Data
The code for this chapter is found in
fin_data.R
.
1
Introduction to Tidy Finance
3
WRDS, CRSP, and Compustat