Update of compiled datasets

Back in 2020 I started to compile and share financial data in dataverse. The data covers corporate finance events from the DFP and FRE systems. The available tables are the same I use for my research and teaching material, and will be updated once a year.

Today I updated all datasets. The available data are:

R Package Source of Data Description Direct Link Last Update
GetTDData Tesouro Nacional Prices and yields of brazilian sovereign bonds Link 2021-04-09
GetFREData CVM Corporate dataset from FRE systems Link 2021-04-09
BatchGetSymbols Yahoo Finance Daily adjusted and unadjusted prices and trading volumes of stocks Link 2021-04-09
GetDFPData2 CVM Annual Financial Reports from DFP system Link 2021-04-09
Marcelo S. Perlin
Marcelo S. Perlin
Associate Professor

My research interests include data analysis, finance and cientometrics.

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