Description:
This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch.
Review Quotes:
"A fantastic book bringing together financial theory, sound econometrics, thorough data processing and powerful programming techniques using R. An absolute must for every student and scholar in empirical finance."
Nikolaus Hautsch, Professor of Finance & Statistics at University of Vienna
"Tidy Finance is a fantastic resource that lowers the threshold for entry into empirical finance, all in the spirit of open and reproducible science."
Björn Hagströmer, Professor of Finance at Stockholm Business School
"To have a deep understanding of empirical asset pricing, one needs to write code using actual data. To learn how to do this, there is no better starting point than Tidy Finance. [...] I strongly recommend Tidy Finance to both beginners and experts."
Raman Uppal, Professor of Finance at EDHEC Business School
"Students and professionals alike are led step by step until they suddenly find themselves coding on their own. A brilliant and required resource!"
Mark Salmon, Professor of Economics at University of Cambridge