Tidy Finance at Workshops for Ukraine

You can learn Tidy Finance and support Ukraine at the same time

Reykjavik University

WU Vienna University of Economics and Business


November 19, 2022

Dariia Mykhailyshyna, an Economics PhD student at the University of Bologna, set up a collection of workshops that can be accessed in exchange for a donation in support of Ukraine. We contributed two workshops based on our book Tidy Finance With R. The seminars are recorded and available on demand, and the collection is continuously expanded with interesting topics. Check out the extensive workshop program to register for upcoming events and get recordings and materials of the previous workshops.

You can find the workshop descriptions of our contributions below. We believe in making a humanitarian contribution to this cause and would appreciate it if you consider this tremendous effort.

Financial Data in R

This workshop explores financial data available for research and practical applications in financial economics. It relies on material available on www.tidy-finance.org and covers: (1) How to access freely available data from Yahoo!Finance and other vendors. (2) Where to find the data most commonly used in academic research. This main part covers data from CRSP, Compustat, and TRACE. (3) How to store and access data for your research project efficiently. (4) What other data providers are available and how to access their services within R.

Empirical Asset Pricing in R

This workshop explores empirical asset pricing and combines explanations of theoretical concepts with practical implementations. The course relies on material available on www.tidy-finance.org and proceeds in three steps: (1) We dive into the most used data sources and show how to work with data from WRDS, forming the basis for the analysis. We also briefly introduce some other possible sources of financial data. (2) We show how to implement the capital asset pricing model in rolling-window regressions. (3) We introduce the widely used method of portfolio sorts in empirical asset pricing. During the workshop, we will combine some theoretical insights with hands-on implementations in R.