Data for accounting research
This repository used to contain code to pull together data from various sources including:
- SEC EDGAR. Now see this repository.
- Ken French's website. Now see this repository.
- Whalewisdom. Now in this (private) repository.
- Code related to WRDS was moved to a new repository on 27 September 2015.
Note that some of the data sets I use are proprietary, so the code will only work if you have access to the data in some form.