getFrench.Factors {JFE} | R Documentation |
Download seven asset pricing factors data from the data library of Dr. French
Description
It downloads seven factors data used for asset pricing analysis from the data library of Dr. Kenneth R. French at Dartmouth College.
Usage
getFrench.Factors(filename="F-F_Research_Data_Factors")
Arguments
filename |
The name of data file as listed in <"http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html">, which is an important database for asset pricing literature, this function supports seven factor files: |
Details
This function connects with <"http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html"> and downloads the specified factors data. Sometimes, the datafile contains multiple data tables, hence the code returns a list. The website may occur somthing unexpected, for example, "F-F_Research_Data_Factors_weekly" is ill-formated hence the .csv data table cannot be retrieved. However, it was OK before. For this problem, we will not fix the code.
Value
ff.factor |
The data retrieved and arranged. |
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
getFrench.Factors()