Ritter function

Download Jay Ritter's IPO Data

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

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.

Returns

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

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. tools:::Rd_expr_doi("10.1016/C2017-0-01621-X")

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

Author(s)

Enrico Schumann

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)