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OpenSourceAP / CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3604626
GNU General Public License v2.0
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FF csv case doesn't work on linux #63

Closed chenandrewy closed 2 years ago

chenandrewy commented 2 years ago

in 21_PortfolioExhibits.R CSV should be lowercase

chenandrewy commented 2 years ago

this commit 423657963f2ef8c26496831a0047c930e94d1ed5 does a quick fix to make csv lowercase, but Sebastian Stockl has a ffdownload package which may do a better job

chenandrewy commented 2 years ago

reverted the previous commit to see if @agilderubio can get his setup to do it

agilderubio commented 2 years ago

Just pushed edits that fix this issue to patchesAC.

Also, the issue seemed to be exclusive for F-F_Research_Data_5_Factors_2x3.csv. Not F-F_Momentum_Factor.CSV.