Tidy Finance with R: Some notes

Author

Ian Gow

Published

22 May 2023

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