assetpriceR

assetpriceR summarizes several key functions in the day-to-day work with US stock data from CRSP. All input files are based on the flat file nomenclature as documented in the official documentation here. Table names are typically in small caps, field names are in large cap letters.

Installation

You can install the package from GitHub with:

devtools::install_github("SebSchroen/assetpriceR"
                         ,ref="main"
                         ,auth_token = "tokenstring")