Nuts and Bolts Intro to R for Accounting Research (a work in progress)

Getting started

• Install R and R Studio

• Navigating R

• Connecting to WRDS data (including installing packages)

• Basic WRDS data query (direct download of CRSP and Compustat)

• Additional queries and other tools (aggregating, merging)

• Some data manipulation with dplyr (lags, winsorizing, rolling window aggregating)

• Getting textual data 1 (SEC filings)

• Getting textual data 2 (Website collection)

• Basic textual extraction (regular expressions)

• Basic machine learning tools (regression trees)