├── .Rbuildignore ├── .github └── workflows │ └── R-CMD-check.yaml ├── .gitignore ├── DESCRIPTION ├── LICENSE ├── LICENSE.md ├── NAMESPACE ├── NEWS.md ├── R ├── add_lag_columns.R ├── assign_portfolio.R ├── breakpoint_options.R ├── check_supported_type.R ├── compute_breakpoints.R ├── compute_long_short_returns.R ├── compute_portfolio_returns.R ├── create_summary_statistics.R ├── create_wrds_dummy_database.R ├── data_options.R ├── disconnect_connection.R ├── download_data.R ├── download_data_constituents.R ├── download_data_factors.R ├── download_data_fred.R ├── download_data_macro_predictors.R ├── download_data_osap.R ├── download_data_stock_prices.R ├── download_data_wrds.R ├── download_data_wrds_ccm_links.R ├── download_data_wrds_compustat.R ├── download_data_wrds_crsp.R ├── download_data_wrds_fisd.R ├── download_data_wrds_trace_enhanced.R ├── estimate_betas.R ├── estimate_fama_macbeth.R ├── estimate_model.R ├── get_random_user_agent.R ├── get_wrds_connection.R ├── global_variables.R ├── handle_download_error.R ├── lag_column.R ├── list_supported_indexes.R ├── list_supported_types.R ├── list_tidy_finance_chapters.R ├── open_tidy_finance_website.R ├── set_wrds_credentials.R ├── tidyfinance-package.R ├── trim.R ├── validate.R └── winsorize.R ├── README.Rmd ├── README.md ├── cran-comments.md ├── inst └── CITATION ├── man ├── add_lag_columns.Rd ├── assign_portfolio.Rd ├── breakpoint_options.Rd ├── check_supported_type.Rd ├── compute_breakpoints.Rd ├── compute_long_short_returns.Rd ├── compute_portfolio_returns.Rd ├── create_summary_statistics.Rd ├── create_wrds_dummy_database.Rd ├── data_options.Rd ├── disconnection_connection.Rd ├── download_data.Rd ├── download_data_constituents.Rd ├── download_data_factors.Rd ├── download_data_factors_ff.Rd ├── download_data_factors_q.Rd ├── download_data_fred.Rd ├── download_data_macro_predictors.Rd ├── download_data_osap.Rd ├── download_data_stock_prices.Rd ├── download_data_wrds.Rd ├── download_data_wrds_ccm_links.Rd ├── download_data_wrds_compustat.Rd ├── download_data_wrds_crsp.Rd ├── download_data_wrds_fisd.Rd ├── download_data_wrds_trace_enhanced.Rd ├── estimate_betas.Rd ├── estimate_fama_macbeth.Rd ├── estimate_model.Rd ├── get_random_user_agent.Rd ├── get_wrds_connection.Rd ├── lag_column.Rd ├── list_supported_indexes.Rd ├── list_supported_types.Rd ├── list_supported_types_ff.Rd ├── list_supported_types_ff_legacy.Rd ├── list_supported_types_macro_predictors.Rd ├── list_supported_types_other.Rd ├── list_supported_types_q.Rd ├── list_supported_types_wrds.Rd ├── list_tidy_finance_chapters.Rd ├── open_tidy_finance_website.Rd ├── set_wrds_credentials.Rd ├── tidyfinance-package.Rd ├── trim.Rd └── winsorize.Rd ├── renv.lock ├── revdep ├── .gitignore ├── README.md ├── cran.md ├── failures.md └── problems.md ├── tests ├── testthat.R └── testthat │ ├── test-add_lag_columns.R │ ├── test-assign_portfolio.R │ ├── test-create_summary_statistics.R │ ├── test-create_wrds_dummy_database.R │ ├── 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