diff --git a/NEWS.md b/NEWS.md
index de4a36b8a0..5193f2c08d 100644
--- a/NEWS.md
+++ b/NEWS.md
@@ -46,7 +46,12 @@
   values in `on` columns. These aspects of input data frames might affect the
   order of rows produced in the output
   ([#2612](https://github.com/JuliaData/DataFrames.jl/pull/2612),
-  [#2622][https://github.com/JuliaData/DataFrames.jl/pull/2622])
+  ([#2622][https://github.com/JuliaData/DataFrames.jl/pull/2622])
+* `DataFrame` constructor, `copy`, `getindex`, `select`, `select!`, `transform`,
+  `transform!`, and `combine` functions now use multiple threads in selected operations
+  ([#2647](https://github.com/JuliaData/DataFrames.jl/pull/2647)),
+  ([#2588](https://github.com/JuliaData/DataFrames.jl/pull/2588)),
+  ([#2574](https://github.com/JuliaData/DataFrames.jl/pull/2574))
 
 # DataFrames v0.22 Release Notes
 
diff --git a/benchmarks/constructor_and_indexing/constructor_and_indexing_performance.jl b/benchmarks/constructor_and_indexing/constructor_and_indexing_performance.jl
new file mode 100644
index 0000000000..920297ed60
--- /dev/null
+++ b/benchmarks/constructor_and_indexing/constructor_and_indexing_performance.jl
@@ -0,0 +1,38 @@
+using BenchmarkTools
+using DataFrames
+using PooledArrays
+using Random
+
+@show Threads.nthreads()
+
+Random.seed!(1234)
+ref_dfi = DataFrame(rand(1:10^4, 10^7, 4), :auto)
+ref_dfs = string.(ref_dfi)
+ref_dfp = mapcols(PooledArray, ref_dfs)
+
+res = DataFrame(rows=Int[],cols=Int[], type=String[], op=String[], time=Float64[])
+
+for x in (10, 10^6-1, 10^6, 10^7), y in 1:4
+    dfi = ref_dfi[1:x, 1:y]
+    dfs = ref_dfs[1:x, 1:y]
+    dfp = ref_dfp[1:x, 1:y]
+
+    @show (x, y) # ping that the process is alive
+    push!(res, (x, y, "integer", "copy", @belapsed DataFrame($dfi)))
+    push!(res, (x, y, "string", "copy", @belapsed DataFrame($dfs)))
+    push!(res, (x, y, "pooled", "copy", @belapsed DataFrame($dfp)))
+    push!(res, (x, y, "integer", ":", @belapsed $dfi[:, :]))
+    push!(res, (x, y, "string", ":", @belapsed $dfs[:, :]))
+    push!(res, (x, y, "pooled", ":", @belapsed $dfp[:, :]))
+    push!(res, (x, y, "integer", "1:end-5", @belapsed $dfi[1:end-5, :]))
+    push!(res, (x, y, "string", "1:end-5", @belapsed $dfs[1:end-5, :]))
+    push!(res, (x, y, "pooled", "1:end-5", @belapsed $dfp[1:end-5, :]))
+    push!(res, (x, y, "integer", "1:5", @belapsed $dfi[1:5, :]))
+    push!(res, (x, y, "string", "1:5", @belapsed $dfs[1:1:5, :]))
+    push!(res, (x, y, "pooled", "1:5", @belapsed $dfp[1:1:5, :]))
+end
+
+res.time *= 1_000
+
+@show Threads.nthreads()
+@show unstack(res, [:cols, :type, :op], :rows, :time)
diff --git a/benchmarks/constructor_and_indexing/run.sh b/benchmarks/constructor_and_indexing/run.sh
new file mode 100644
index 0000000000..afd2db25b7
--- /dev/null
+++ b/benchmarks/constructor_and_indexing/run.sh
@@ -0,0 +1,3 @@
+julia -t 1 constructor_and_indexing_performance.jl
+julia -t 2 constructor_and_indexing_performance.jl
+julia -t 4 constructor_and_indexing_performance.jl
diff --git a/benchmarks/joins/join_performance.jl b/benchmarks/joins/join_performance.jl
new file mode 100644
index 0000000000..af3b8a59ff
--- /dev/null
+++ b/benchmarks/joins/join_performance.jl
@@ -0,0 +1,101 @@
+using CategoricalArrays
+using DataFrames
+using PooledArrays
+using Random
+
+fullgc() = (GC.gc(true); GC.gc(true); GC.gc(true); GC.gc(true))
+
+@assert length(ARGS) == 7
+@assert ARGS[3] in ["int", "pool", "cat", "str"]
+@assert ARGS[4] in ["uniq", "dup", "manydup"]
+@assert ARGS[5] in ["sort", "rand"]
+@assert ARGS[6] in ["1", "2"]
+@assert ARGS[7] in ["inner", "left", "right", "outer", "semi", "anti"]
+
+@info ARGS
+
+llen = parse(Int, ARGS[1])
+rlen = parse(Int, ARGS[2])
+@assert llen > 1000
+@assert rlen > 2000
+
+pad = maximum(length.(string.((llen, rlen))))
+
+if ARGS[3] == "int"
+    if ARGS[4] == "uniq"
+        col1 = [1:llen;]
+        col2 = [1:rlen;]
+    elseif ARGS[4] == "dup"
+        col1 = repeat(1:llen ÷ 2, inner=2)
+        col2 = repeat(1:rlen ÷ 2, inner=2)
+    else
+        @assert ARGS[4] == "manydup"
+        col1 = repeat(1:llen ÷ 20, inner=20)
+        col2 = repeat(1:rlen ÷ 20, inner=20)
+    end
+elseif ARGS[3] == "pool"
+    if ARGS[4] == "dup"
+        col1 = PooledArray(repeat(string.(1:llen ÷ 2, pad=pad), inner=2))
+        col2 = PooledArray(repeat(string.(1:rlen ÷ 2, pad=pad), inner=2))
+    else
+        @assert ARGS[4] == "manydup"
+        col1 = PooledArray(repeat(string.(1:llen ÷ 20, pad=pad), inner=20))
+        col2 = PooledArray(repeat(string.(1:rlen ÷ 20, pad=pad), inner=20))
+    end
+elseif ARGS[3] == "cat"
+    if ARGS[4] == "dup"
+        col1 = categorical(repeat(string.(1:llen ÷ 2, pad=pad), inner=2))
+        col2 = categorical(repeat(string.(1:rlen ÷ 2, pad=pad), inner=2))
+    else
+        @assert ARGS[4] == "manydup"
+        col1 = categorical(repeat(string.(1:llen ÷ 20, pad=pad), inner=20))
+        col2 = categorical(repeat(string.(1:rlen ÷ 20, pad=pad), inner=20))
+    end
+else
+    @assert ARGS[3] == "str"
+    if ARGS[4] == "uniq"
+        col1 = string.(1:llen, pad=pad)
+        col2 = string.(1:rlen, pad=pad)
+    elseif ARGS[4] == "dup"
+        col1 = repeat(string.(1:llen ÷ 2, pad=pad), inner=2)
+        col2 = repeat(string.(1:rlen ÷ 2, pad=pad), inner=2)
+    else
+        @assert ARGS[4] == "manydup"
+        col1 = repeat(string.(1:llen ÷ 20, pad=pad), inner=20)
+        col2 = repeat(string.(1:rlen ÷ 20, pad=pad), inner=20)
+    end
+end
+
+Random.seed!(1234)
+
+if ARGS[5] == "rand"
+    shuffle!(col1)
+    shuffle!(col2)
+else
+    @assert ARGS[5] == "sort"
+end
+
+const joinfun = Dict("inner" => innerjoin, "left" => leftjoin,
+                     "right" => rightjoin, "outer" => outerjoin,
+                     "semi" => semijoin, "anti" => antijoin)[ARGS[7]]
+
+if ARGS[6] == "1"
+    df1 = DataFrame(id1 = col1)
+    df2 = DataFrame(id1 = col2)
+    joinfun(df1[1:1000, :], df2[1:2000, :], on=:id1)
+    joinfun(df2[1:2000, :], df1[1:1000, :], on=:id1)
+    fullgc()
+    @time joinfun(df1, df2, on=:id1)
+    fullgc()
+    @time joinfun(df2, df1, on=:id1)
+else
+    @assert ARGS[6] == "2"
+    df1 = DataFrame(id1 = col1, id2 = col1)
+    df2 = DataFrame(id1 = col2, id2 = col2)
+    joinfun(df1[1:1000, :], df2[1:2000, :], on=[:id1, :id2])
+    joinfun(df2[1:2000, :], df1[1:1000, :], on=[:id1, :id2])
+    fullgc()
+    @time joinfun(df1, df2, on=[:id1, :id2])
+    fullgc()
+    @time joinfun(df2, df1, on=[:id1, :id2])
+end
diff --git a/benchmarks/joins/run.sh b/benchmarks/joins/run.sh
new file mode 100644
index 0000000000..0cd0c3811c
--- /dev/null
+++ b/benchmarks/joins/run.sh
@@ -0,0 +1,12 @@
+julia runtests.jl 100000 50000000 inner
+julia runtests.jl 5000000 10000000 inner
+julia runtests.jl 100000 50000000 left
+julia runtests.jl 5000000 10000000 left
+julia runtests.jl 100000 50000000 right
+julia runtests.jl 5000000 10000000 right
+julia runtests.jl 100000 50000000 outer
+julia runtests.jl 5000000 10000000 outer
+julia runtests.jl 100000 50000000 semi
+julia runtests.jl 5000000 10000000 semi
+julia runtests.jl 100000 50000000 anti
+julia runtests.jl 5000000 10000000 anti
diff --git a/benchmarks/runtests.jl b/benchmarks/joins/runtests.jl
similarity index 100%
rename from benchmarks/runtests.jl
rename to benchmarks/joins/runtests.jl
diff --git a/src/dataframe/dataframe.jl b/src/dataframe/dataframe.jl
index 023494d9ba..2416b866de 100644
--- a/src/dataframe/dataframe.jl
+++ b/src/dataframe/dataframe.jl
@@ -190,21 +190,19 @@ struct DataFrame <: AbstractDataFrame
 
         # we write into columns as we know that it is guaranteed
         # that it was freshly allocated in the outer constructor
-        for (i, col) in enumerate(columns)
-            # check for vectors first as they are most common
-            if col isa AbstractRange
-                columns[i] = collect(col)
-            elseif col isa AbstractVector
-                columns[i] = copycols ? copy(col) : col
-            elseif col isa Union{AbstractArray{<:Any, 0}, Ref}
-                x = col[]
-                columns[i] = fill!(Tables.allocatecolumn(typeof(x), len), x)
+        @static if VERSION >= v"1.4"
+            if copycols && len >= 1_000_000 && length(columns) > 1 && Threads.nthreads() > 1
+                @sync for i in eachindex(columns)
+                    Threads.@spawn columns[i] = _preprocess_column(columns[i], len, copycols)
+                end
             else
-                if col isa AbstractArray
-                    throw(ArgumentError("adding AbstractArray other than AbstractVector " *
-                                        "as a column of a data frame is not allowed"))
+                for i in eachindex(columns)
+                    columns[i] = _preprocess_column(columns[i], len, copycols)
                 end
-                columns[i] = fill!(Tables.allocatecolumn(typeof(col), len), col)
+            end
+        else
+            for i in eachindex(columns)
+                columns[i] = _preprocess_column(columns[i], len, copycols)
             end
         end
 
@@ -216,6 +214,22 @@ struct DataFrame <: AbstractDataFrame
     end
 end
 
+function _preprocess_column(col::Any, len::Integer, copycols::Bool)
+    if col isa AbstractRange
+        return collect(col)
+    elseif col isa AbstractVector
+        return copycols ? copy(col) : col
+    elseif col isa Union{AbstractArray{<:Any, 0}, Ref}
+        x = col[]
+        return fill!(Tables.allocatecolumn(typeof(x), len), x)
+    elseif col isa AbstractArray
+        throw(ArgumentError("adding AbstractArray other than AbstractVector " *
+                            "as a column of a data frame is not allowed"))
+    else
+        return fill!(Tables.allocatecolumn(typeof(col), len), col)
+    end
+end
+
 DataFrame(df::DataFrame; copycols::Bool=true) = copy(df, copycols=copycols)
 
 function DataFrame(pairs::Pair{Symbol, <:Any}...; makeunique::Bool=false,
@@ -502,34 +516,75 @@ end
         throw(BoundsError(df, (row_inds, col_inds)))
     end
     selected_columns = index(df)[col_inds]
-    # Computing integer indices once for all columns is faster
-    selected_rows = T === Bool ? findall(row_inds) : row_inds
-    new_columns = AbstractVector[dv[selected_rows] for dv in _columns(df)[selected_columns]]
-    return DataFrame(new_columns, Index(_names(df)[selected_columns]), copycols=false)
+
+    u = _names(df)[selected_columns]
+    lookup = Dict{Symbol, Int}(zip(u, 1:length(u)))
+    # use this constructor to avoid checking twice if column names are not
+    # duplicate as index(df)[col_inds] already checks this
+    idx = Index(lookup, u)
+
+    if length(selected_columns) == 1
+        return DataFrame(AbstractVector[_columns(df)[selected_columns[1]][row_inds]],
+                         idx, copycols=false)
+    else
+        # Computing integer indices once for all columns is faster
+        selected_rows = T === Bool ? findall(row_inds) : row_inds
+        @static if VERSION >= v"1.4"
+            if length(selected_rows) >= 1_000_000 && Threads.nthreads() > 1
+                new_columns = Vector{AbstractVector}(undef, length(selected_columns))
+                @sync for i in eachindex(new_columns)
+                    Threads.@spawn new_columns[i] = _columns(df)[selected_columns[i]][selected_rows]
+                end
+                return DataFrame(new_columns, idx, copycols=false)
+            else
+                return DataFrame(AbstractVector[_columns(df)[i][selected_rows] for i in selected_columns],
+                                 idx, copycols=false)
+            end
+        else
+            return DataFrame(AbstractVector[_columns(df)[i][selected_rows] for i in selected_columns],
+                             idx, copycols=false)
+        end
+    end
 end
 
 @inline function Base.getindex(df::DataFrame, row_inds::AbstractVector{T}, ::Colon) where T
     @boundscheck if !checkindex(Bool, axes(df, 1), row_inds)
         throw(BoundsError(df, (row_inds, :)))
     end
-    # Computing integer indices once for all columns is faster
-    selected_rows = T === Bool ? findall(row_inds) : row_inds
-    new_columns = AbstractVector[dv[selected_rows] for dv in _columns(df)]
-    return DataFrame(new_columns, copy(index(df)), copycols=false)
+    idx = copy(index(df))
+
+    if ncol(df) == 1
+        return DataFrame(AbstractVector[_columns(df)[1][row_inds]], idx, copycols=false)
+    else
+        # Computing integer indices once for all columns is faster
+        selected_rows = T === Bool ? findall(row_inds) : row_inds
+        @static if VERSION >= v"1.4"
+            if length(selected_rows) >= 1_000_000 && Threads.nthreads() > 1
+                new_columns = Vector{AbstractVector}(undef, ncol(df))
+                @sync for i in eachindex(new_columns)
+                    Threads.@spawn new_columns[i] = _columns(df)[i][selected_rows]
+                end
+                return DataFrame(new_columns, idx, copycols=false)
+            else
+                return DataFrame(AbstractVector[dv[selected_rows] for dv in _columns(df)],
+                                 idx, copycols=false)
+            end
+        else
+            return DataFrame(AbstractVector[dv[selected_rows] for dv in _columns(df)],
+                             idx, copycols=false)
+        end
+    end
 end
 
-@inline Base.getindex(df::DataFrame, row_inds::Not,
-                      col_inds::MultiColumnIndex) =
+@inline Base.getindex(df::DataFrame, row_inds::Not, col_inds::MultiColumnIndex) =
     df[axes(df, 1)[row_inds], col_inds]
 
 # df[:, MultiColumnIndex] => DataFrame
-Base.getindex(df::DataFrame, row_ind::Colon,
-              col_inds::MultiColumnIndex) =
+Base.getindex(df::DataFrame, row_ind::Colon, col_inds::MultiColumnIndex) =
     select(df, col_inds, copycols=true)
 
 # df[!, MultiColumnIndex] => DataFrame
-Base.getindex(df::DataFrame, row_ind::typeof(!),
-              col_inds::MultiColumnIndex) =
+Base.getindex(df::DataFrame, row_ind::typeof(!), col_inds::MultiColumnIndex) =
     select(df, col_inds, copycols=false)
 
 ##############################################################################
@@ -875,11 +930,7 @@ copies of column vectors in `df`.
 If `copycols=false`, return a new `DataFrame` sharing column vectors with `df`.
 """
 function Base.copy(df::DataFrame; copycols::Bool=true)
-    if copycols
-        df[:, :]
-    else
-        DataFrame(_columns(df), _names(df), copycols=false)
-    end
+    return DataFrame(copy(_columns(df)), copy(index(df)), copycols=copycols)
 end
 
 """
diff --git a/test/constructors.jl b/test/constructors.jl
index ca56b2b3e3..9a4b575eb5 100644
--- a/test/constructors.jl
+++ b/test/constructors.jl
@@ -365,4 +365,11 @@ end
     @test_throws ArgumentError DataFrame([Int, Float64], ["a", "b"], 2)
 end
 
+@testset "threading correctness tests" begin
+    for x in (10, 2*10^6), y in 1:4
+        df = DataFrame(rand(x, y), :auto)
+        @test df == copy(df)
+    end
+end
+
 end # module
diff --git a/test/indexing.jl b/test/indexing.jl
index ca798c3edc..1aedf9ea29 100644
--- a/test/indexing.jl
+++ b/test/indexing.jl
@@ -2009,4 +2009,15 @@ if VERSION >= v"1.5"
     include("indexing_offset.jl")
 end
 
+@testset "threading correctness tests" begin
+    for x in (10, 2*10^6), y in 1:4
+        mat = rand(x, y)
+        df = DataFrame(mat, :auto)
+        for rowrange in [:, 1:nrow(df)-5, collect(1:nrow(df)-5), axes(df, 1) .< nrow(df)-5],
+            colrange in [:, axes(df, 2), collect(axes(df, 2)), 1:ncol(df) - 1]
+            @test DataFrame(mat[rowrange, colrange], :auto) == df[rowrange, colrange]
+        end
+    end
+end
+
 end # module