├── 1.Introduction to Tidy Finance.ipynb ├── 2.Accessing & managing financial data.ipynb ├── 3.WRDS, CRSP, and Compustat.ipynb ├── 4.Beta estimation.ipynb ├── 5.Univariate portfolio sorts.ipynb ├── 6.Size sorts and p-hacking.ipynb ├── 7.Value and bivariate sorts.ipynb ├── 8.Replicating Fama & French factors.ipynb ├── 9.Fama-MacBeth regressions.ipynb ├── README.md └── Tidy finance data(without data from crsp).rar /1.Introduction to Tidy Finance.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/1.Introduction to Tidy Finance.ipynb -------------------------------------------------------------------------------- /2.Accessing & managing financial data.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/2.Accessing & managing financial data.ipynb -------------------------------------------------------------------------------- /3.WRDS, CRSP, and Compustat.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/3.WRDS, CRSP, and Compustat.ipynb -------------------------------------------------------------------------------- /4.Beta estimation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/4.Beta estimation.ipynb -------------------------------------------------------------------------------- /5.Univariate portfolio sorts.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/5.Univariate portfolio sorts.ipynb -------------------------------------------------------------------------------- /6.Size sorts and p-hacking.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/6.Size sorts and p-hacking.ipynb -------------------------------------------------------------------------------- /7.Value and bivariate sorts.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/7.Value and bivariate sorts.ipynb -------------------------------------------------------------------------------- /8.Replicating Fama & French factors.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/8.Replicating Fama & French factors.ipynb -------------------------------------------------------------------------------- /9.Fama-MacBeth regressions.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/9.Fama-MacBeth regressions.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/README.md -------------------------------------------------------------------------------- /Tidy finance data(without data from crsp).rar: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Qiqipixel/Tidy-finance-with-R-Python-version-/HEAD/Tidy finance data(without data from crsp).rar --------------------------------------------------------------------------------