Annual Financial Accounting and Stock Return Data for a Sample of Russell 3000 Firms (2013-2016)

Data collected from Google Finance and Yahoo finance using the package tidyquant.

data(russell_3000)

Format

An object of class "data.frame".

Source

Has been collected using the tidyquant::tq_get function family in Summer 2017. The code to generate this data is available in the github repository of this package. As the Google Finance API providing financial statement data is currently unavailable, the data cannot be replicated by running the code. Use in scientific studies is not advised without prior cleaning/checking.

Examples

data(russell_3000)
prepare_missing_values_graph(russell_3000, ts_id = "period")