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wrdstool

A staged WRDS pull as a library.

Shipped research v0.4.2

What it is

R package, MIT-licensed, v0.1.0. Pulls and merges data from WRDS databases — Compustat, CRSP, ExecuComp, BoardEx, ISS, RavenPack, MSCI/KLD — with validation tools, identifier standardization, and configuration-driven pipelines.

Problem it removes

Most empirical finance and management papers carry the same invisible footnote — a researcher clicked through a web UI to extract data, lost the provenance, and never quite reproduced the result. The cost compounds across teams. The same WRDS join gets rebuilt for every paper with different subtle bugs each time.

How it works

Formal R package structure — DESCRIPTION, NAMESPACE, R/ source, man/ docs (28 entries), tests/testthat/. The package surfaces typed pull functions for each WRDS database, an identifier-standardization layer that handles cross-source merges (GVKEY ↔ PERMNO ↔ TICKER ↔ CIK), and a configuration-driven pipeline runner. Predecessor SmartTool is cited in a Journal of Management invited editorial (2023) on code and data sharing.


Adjacent projects