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    • Administrative data 

      Unbekannter Autor
      Data from a large German bank
    • ALP 

      Unbekannter Autor
      The ALP is a nationally representative, probability-based panel of over 6000 members ages 18 and older who are regularly interviewed over the internet for research purposes. All data are available for free to researchers. ...
    • Ambiguity and Investor Behavior 

      Kostopoulos, Dimitrios; Meyer, Steffen; Uhr, Charline (2020-11-24)
      We relate time-varying aggregate ambiguity (V-VSTOXX) to individual investor trading. We use the trading records of more than 100,000 individual investors from a large German online brokerage from March 2010 to December ...
    • Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs 

      Buss, Adrian; Uppal, Raman; Vilkov, Grigory (2015-02-01)
      In this paper, we study the effect of proportional transaction costs on consumption-portfolio decisions and asset prices in a dynamic general equilibrium economy with a financial market that has a single-period bond and ...
    • BaFin 

      Unbekannter Autor
      Die Bundesanstalt für Finanzdienstleistungsaufsicht (kurz: BaFin) ist eine rechtsfähige deutsche Anstalt des öffentlichen Rechts des Bundes mit Sitz in Frankfurt am Main und Bonn.
    • BEA 

      Unbekannter Autor
      The Bureau of Economic Analysis produces economic accounts statistics that enable government and business decision-makers, researchers, and the American public to follow and understand the performance of the Nation's economy.
    • BEA NIPA 

      Unbekannter Autor
      BEA's national economic accounts provide a comprehensive picture of the U.S. economy and feature many macroeconomic statistics.
    • BHH Administrative data 

      Unbekannter Autor
      A unique dataset from a large German bank which features information on customer demographics, categorized current account transactions, portfolio holdings, and individual trading records.
    • Bloomberg 

      Unbekannter Autor
      Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...
    • BLS 

      Unbekannter Autor
      The Bureau of Labor Statistics measures labor market activity, working conditions, price changes, and productivity in the U.S. economy to support public and private decision making.
    • Bundesbank 

      Unbekannter Autor
      The monetary, financial and foreign trade statistics compiled within the framework of the Bundesbank's statutory mandate as well as the comprehensive indicator sets and seasonally adjusted economic data comprise a broad ...
    • Capital IQ 

      Unbekannter Autor
      Capital IQ is the research division of Standard and Poor’s. It provides detailed research and analysis of the stock market to a variety of investing stakeholders. The web portal for Capital IQ’s products offers many powerful ...
    • CCM 

      Unbekannter Autor
      The CRSP/Compustat Merged Database provides CRSP and Compustat subscribers the ability to access CRSP’s stock data and Compustat’s Xpressfeed fundamental data within a single linked database. The CRSPLink® maps complex ...
    • CDAX 

      Unbekannter Autor
      Der CDAX (Abkürzung für Composite DAX) wurde am 17. September 1993 bei der Deutschen Börse AG als zusätzlicher Index zum bekannten Deutschen Aktienindex (DAX) eingeführt. Während der DAX mit nur 30 Standardwerten eine ...
    • Client Involvement in Expert Advice: Antibiotics in Finance? 

      Hackethal, Andreas; Laudenbach, Christine; Meyer, Steffen; Weber, Annika (2018-07-23)
      We use minutes from 17,000 financial advisory sessions and corresponding client portfolio data to study how client involvement affects advisor recommendations and portfolio outcomes. We find that advisors confronted with ...
    • Compustat 

      Unbekannter Autor
      Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.
    • Consuming Dividends 

      Bräuer, Konstantin; Hackethal, Andreas; Hanspal, Tobin (2020-05-01)
      This paper studies why investors buy dividend-paying assets and how they time their consumption accordingly. We combine administrative bank data linking customers’ consumption transactions and income to detailed portfolio ...
    • Consumption-Investment Problems with Stochastic Mortality Risk 

      Schendel, Lorenz S. (2014-03-03)
      I numerically solve realistically calibrated life cycle consumption-investment problems in continuous time featuring stochastic mortality risk driven by jumps, unspanned labor income as well as short-sale and liquidity ...
    • Consumption-Portfolio Choice with Preferences for Cash 

      Kraft, Holger; Weiss, Farina (2018-07-12)
      This paper studies a consumption-portfolio problem where money enters the agent's utility function. We solve the corresponding Hamilton-Jacobi-Bellman equation and provide closed-form solutions for the optimal consumption ...
    • CoverTen 

      Unbekannter Autor