Download the Fama-French 5 factors using the frenchdata package. Use get_french_data_list() to find the corresponding table name.

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Download the Fama-French 5 factors using the frenchdata package. Use get_french_data_list() to find the corresponding table name. After the successful download and conversion to the column format that we used above, compare the resulting rf, mkt_excess, smb, and hml columns to factors_ff_monthly. Explain any differences you might find.

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Tidy Finance With R

ISBN: 9781032389349

1st Edition

Authors: Christoph Scheuch, Stefan Voigt, Patrick Weiss

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