• A Modern Take on Market Efficiency: The Impact of Trump’s Tweets on Financial Markets 

      Abdi, Farshid; Kormanyos, Emily; Pelizzon, Loriana; Getmansky, Mila; Simon, Zorka (2021-05-06)
      We focus on the role of social media as a high-frequency, unfiltered mass information transmission channel and how its use for government communication affects the aggregate stock markets. To measure this effect, we ...
    • 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. ...
    • Global Realignment in Financial Market Dynamics: Evidence from ETF Networks 

      Billio, Monica; Lo, Andrew W.; Pelizzon, Loriana; Getmansky, Mila; Zareei, Abalfazl (2021-02-04)
      The centrality of the United States in the global financial system is taken for granted, but its response to recent political and epidemiological events has suggested that China now holds a comparable position. Using ...
    • Market impact of government communication: The case of presidential tweets 

      Abdi, Farshid; Kormanyos, Emily; Pelizzon, Loriana; Getmansky, Mila; Simon, Zorka (2021-10-06)
      "We propose the ""President reacts to news"" channel of stock returns by studying the financial market impact of the Twitter account of the 45th president of the United States, Donald Trump. We use machine learning algorithms ...
    • TAQ 

      Unbekannter Autor
      NYSE Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National ...
    • TTA 

      Unbekannter Autor
      The Trump Twitter Archive is a comprehensive collection of Donald Trump’s tweets maintained by Brendan Brown.
    • Twitter API 

      Unbekannter Autor
      The Twitter API lets you read and write Twitter data. Thus, you can use it to compose tweets, read profiles, and access your followers' data and a high volume of tweets on particular subjects in specific locations. API stands ...
    • WHO 

      Unbekannter Autor
      The World Health Organization (WHO) established a Reference Group on Health Statistics in 2013 to provide advice on population health statistics to WHO with a focus on methodological and data issues related to the measurement ...