Ritter {NMOF}

Download Jay Ritter's IPO Data

Description

Download IPO data provided by Jay Ritter and transform them into a data frame.

Usage

Ritter(dest.dir,
        url = "https://site.warrington.ufl.edu/ritter/files/IPO-age.xlsx")

Arguments

dest.dir

character: a path to a directory

url

the data URL

Details

The function downloads IPO data provided by Jay R. Ritter https://site.warrington.ufl.edu/ritter. Since the data are provided in Excel format, package openxlsx is required.

The downloaded Excel gets a date prefix (today in format YYYYMMDD) and is stored in directory dest.dir. Before any download is attempted, the function checks whether a file with today's prefix exist in dest.dir; if yes, this file is used.

Value

a data.frame:

CUSIP

CUSIP

Offer date

a Date

Company name

character: Company name

Ticker

character: Ticker

Founding

Founding year

PERM

PERM

VC dummy

VC Dummy

Rollup

Rollup

Dual

Dual

Post-issue shares

Post-issue shares

Internet

Internet

Author(s)

Enrico Schumann

References

https://site.warrington.ufl.edu/ritter/ipo-data/

Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods and Optimization in Finance. 2nd edition. Elsevier. doi:10.1016/C2017-0-01621-X

Schumann, E. (2023) Financial Optimisation with R (NMOF Manual). http://enricoschumann.net/NMOF.htm#NMOFmanual

See Also

French, Shiller

Examples

## Not run: 
archive.dir <- "~/Downloads/Ritter"
if (!dir.exists(archive.dir))
    dir.create(archive.dir)
Ritter(archive.dir)

## End(Not run)