Get the Bet Against Beta Factor

Downloads data with the excess returns of long/short equity Betting Against Beta (BAB) factors.

Usage

aqr_bab_daily(.tidy = TRUE)

Arguments

.tidy

A flag. Should the output be tidy? The default is TRUE.

Value

A tibble.

References

Frazzini, Andrea and Lasse H. Pedersen (2014), 'Betting Against Beta', Journal of Financial Economics, 111.

Examples

if (FALSE) {
  aqr_bab_daily()
}