Data and Code
I am an avid R programmer. In this section, I share some codes and other material that I have found useful for my research. I also share links to other helpful websites containing codes and data.
My Datasets and Codes
International Asset Pricing Factor Dataset - This file contains asset pricing factor portfolios for ten countries from 1993 to 2017 (using Datastream Data). The factors are created using book-to-market, price-to-earnings, investment, momentum, profitability, and quality characteristics. Refer to this paper for more information - Link. I am not updating these factors anymore.
Websites and Other useful material for Academics in Economics, Finance, and/or Accounting.
Readings/Websites
EconJournal Watch - Has a nice collection of articles with critical takes on topics of academic interest.
Critical Finance Review - Critical Papers on Finance. Must read for Finance/Accounting academics.
Andrew Gelman's Blog - Another blog focusing on Causality, Bayesian statistics, and statistical pitfalls in pop science research.
Datasets
Codes
Data Science and Programming
Tidy Finance - The best way to learn R programming for financial analysis and research.