OpenSourceAP.DownloadR
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Description
Convenient download functions enabling access Open Source Asset Pricing (OpenAP) data. This package enables users to download predictor portfolio returns (over 200 cross-sectional predictors with multiple portfolio construction methods) and firm characteristics (over 200 characteristics replicated from the academic asset pricing literature). Center for Research in Security Prices (CRSP)-based variables such as Price, Size, and Short-term Reversal can be downloaded with a Wharton Research Data Services (WRDS, <https://wrds-www.wharton.upenn.edu/>) subscription. For a full list of what is available, see <https://www.openassetpricing.com/>.
This page was built for software: OpenSourceAP.DownloadR
