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Download Data from Kenneth French's Website

Sebastian Stoeckl

Last update: 12 October 2023

Copyright license: MIT license, File License

Software version identifier: 1.0.5, 1.0.6, 1.1.0, 1.1.1

Downloads all the datasets (you can exclude the daily ones or specify a list of those you are targeting specifically) from Kenneth French's Website at <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html>, process them and convert them to list of 'xts' (time series).





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