Tidy Finance with R Taylor & Francis Ltd

This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with R, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using the tidyverse family of R packages. The empirical applications range from key concepts of empirical asset pricing to modeling and machine learning applications (fixed effects estimation, clustering standard errors...