download_factor_data: Download Factor Data
In EventStudy: Event Study Analysis

View source: R/data_download.R

download_factor_data

R Documentation

Download Factor Data

Description

Downloads Fama-French factor data from the Kenneth French Data Library. No external package dependencies required (uses base R download + CSV parsing).

Usage

download_factor_data(
  model = c("ff3", "ff5", "mom"),
  frequency = c("daily", "monthly"),
  format_for_task = TRUE
)

Arguments

`model`	Factor model: `"ff3"` (default), `"ff5"`, `"mom"` (momentum), or `"ff3_monthly"`, `"ff5_monthly"`.
`frequency`	Data frequency: `"daily"` (default) or `"monthly"`.
`format_for_task`	Logical. If TRUE, formats for EventStudyTask factor_tbl.

Value

A tibble with factor data.

EventStudy documentation built on Oct. 31, 2026, 1:07 a.m.

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