Anzeige der Dokumente 21-40 von 72

    • Federal Reserve Bank of Chicago 

      Unbekannter Autor
      The Federal Reserve Bank of Chicago is one of 12 regional Reserve Banks across the United States that, together with the Board of Governors in Washington, D.C., serve as the central bank for the United States.
    • Fidessa 

      Unbekannter Autor
      Fidessa group Holdings Ltd formerly Fidessa Group Plc, is a British-headquartered company which provides software and services, such as trading and investment management systems, analytics and market data, to buy side and ...
    • Financing Asset Growth 

      Brennan, Michael J.; Kraft, Holger (2013-08-11)
      In this paper we provide new evidence that corporate financing decisions are associated with managerial incentives to report high equity earnings. Managers rely most heavily on debt to finance their asset growth when their ...
    • FRD 

      Unbekannter Autor
      FirstRate Data is a leading provider of high resolution intraday stock market, crypto, futures and FX data. We source our historical stock data directly from major exchanges and fully adjusted for both splits and dividends. ...
    • Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street? 

      Donadelli, Michael; Kizys, Renatas; Riedel, Max (2016-12-12)
      This paper examines whether investor mood, driven by World Health Organization (WHO) alerts and media news on globally dangerous diseases, is priced in pharmaceutical companies' stocks in the United States. We concentrate ...
    • HHS 

      Unbekannter Autor
      It is the mission of the U.S. Department of Health & Human Services (HHS) to enhance and protect the health and well-being of all Americans. We fulfill that mission by providing for effective health and human services and ...
    • High-Frequency Trading and Price Informativeness 

      Gider, Jasmin; Schmickler, Simon; Westheide, Christian (2019-03-09)
      We study how stock price informativeness changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT presence ...
    • High-Frequency Trading and Price Informativeness 

      Gider, Jasmin; Schmickler, Simon; Westheide, Christian (2019-03-01)
      We study how the informativeness of stock prices changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT ...
    • High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? 

      Bellia, Mario; Christensen, Kim; Kolokolov, Aleksey; Pelizzon, Loriana; Renò, Roberto (2020-03-01)
      We show that High Frequency Traders (HFTs) are not beneficial to the stock market during flash crashes. They actually consume liquidity when it is most needed, even when they are rewarded by the exchange to provide immediacy. ...
    • IBES 

      Unbekannter Autor
      I/B/E/S Estimates provide deeper insight and analysis on a product/segment basis. Our estimate data is shown at sector level – screened with the most rigorous quality control methods, across 22,000 active companies in 90 ...
    • IHS Markit 

      Unbekannter Autor
      IHS Markit offers an unmatched combination of information, analytics and expertise. Our diverse team of professional thought leaders, subject matter experts, analysts and consultants continually advance IHS Markit solutions ...
    • Impact of public news sentiment on stock market index return and volatility 

      Anese, Gianluca; Corazza, Marco; Costola, Michele; Pelizzon, Loriana (2021-10-11)
      Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables ...
    • ISTAT 

      Unbekannter Autor
      The Italian National Institute of Statistics, a public research organisation, is the main producer of official statistics in the service of citizens and policy-makers. It operates in complete independence and continuous ...
    • Kenneth French 

      Unbekannter Autor
      The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy ...
    • Leaning Against the Wind: Debt Financing in the Face of Adversity 

      Brennan, Michael J.; Kraft, Holger (2016-12-29)
      We offer evidence of a new stylized feature of corporate financing decisions: the tendency of managers to rely more on debt financing when earnings prospects are poor. We term this 'leaning against the wind' and consider ...
    • LexisNexis 

      Unbekannter Autor
      As part of LexisNexis Legal & Professional we are a leading global provider of regulatory and business information and analytics that help professional customers make better decisions, increase productivity and serve clients ...
    • Liquidity Provider Incentives in Fragmented Securities Markets 

      Clapham, Benjamin; Gomber, Peter; Lausen, Jens; Panz, Sven (2018-07-31)
      We study the introduction of single-market liquidity provider incentives in fragmented securities markets. Specifically, we analyze the introduction of the Xetra Liquidity Provider Program at Deutsche Boerse from two ...
    • Liquidity provision: Normal times vs Crashes 

      Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Getmansky Sherman, Mila; Yuferova, Darya (2019-10-29)
      We study the role of various trader types in providing liquidity in spot and futures markets based on data from the National Stock Exchange of India for a single large stock. During normal times, short-term traders who ...
    • Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods 

      Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya (2015-03-01)
      We study whether the presence of low-latency traders (including high-frequency traders (HFTs)) in the pre-opening period contributes to market quality, defined by price discovery and liquidity provision, in the opening ...
    • Machine Learning Sentiment Analysis, Covid-19 News and Stock Market Reactions 

      Costola, Michele; Nofer, Michael; Hinz, Oliver; Pelizzon, Loriana (2020-09-15)
      The possibility to investigate the impact of news on stock prices has observed a strong evolution thanks to the recent use of natural language processing (NLP) in finance and economics. In this paper, we investigate COVID-19 ...