WrdsFunda: Accessing merge data from CRSP and COMPUSTAT

In arorar/WRDS: Package for acceessing merge data from CRSP and COMPUSTAT

Description

Acceessing merge data from CRSP and COMPUSTAT

Usage

    getReturnTimeSeriesQuery()
    getReturnTimeSeries()
    getReturnPivot()
    getFundamentalReturnQuery()
    getFundamentalReturn()

Details

getReturnTimeSeriesQuery: Returns a query in form of a string

getReturnTimeSeries: Executes the query against the database and returns the rows

getReturnPivot: Converts the data into timeseries of ticker values

getFundamentalReturnQuery: Returns a query in form of a string

getFundamentalReturn: Executes the query against the database and returns the rows

Author(s)

Pankaj Singh

See Also

• getIndexStockQuery

• getStockFromIndex

• getStockXCap

• getStockLargeCap

• getStockMidCap

• getStockSmallCap

• getProminentStocks

Examples

#Get combined data(fundamental from Compustat+returns from CRSP)
funda.return <- getFundamentalReturn() 
head(funda.return)

#GetTimeSeries data(returns for all stocks)
pivot.return<-getReturnPivot()
head(pivot.return)

arorar/WRDS documentation built on May 10, 2019, 1:48 p.m.