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
Associate Professor
My research interests include data analysis, finance and cientometrics.