• 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. ...
    • 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 ...
    • Survey_ABHKP_2020 

      Unbekannter Autor
      We base our analyses on a rich data set that we collected in an incenitivzed field study over a period of three years between 2016 and 2019. Specifically, at the beginning of each semester, we invited first-semester economics ...
    • 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 ...
    • The Economic Consequences of Algorithmic Discrimination: Theory and Empirical Evidence 

      Bauer, Kevin; Pfeuffer, Nicolas; Abdel-Karim, Benjamin M.; Hinz, Oliver; Kosfeld, Michael (2020-12-09)
      Using a novel theoretical framework and data from a comprehensive field study we conducted over a period of three years, we outline the causal effects of algorithmic discrimination on economic efficiency and social welfare ...
    • 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 ...