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Now showing items 21-27 of 27
NYSE
NYSE TAQ products provide a comprehensive historical end of day record of all data that was published by the NYSE Group Exchanges' real-time data feeds, including: Depth of book: All bid and offer prices and sizes, Top of ...
Eikon
Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets. It covers all the major financial markets – equity, fixed income, commodities, foreign exchange – and ...
TTA
The Trump Twitter Archive is a comprehensive collection of Donald Trump’s tweets maintained by Brendan Brown.
Deutsche Börse
Als international tätige Börsenorganisation und innovativer Marktinfrastrukturanbieter deckt die Gruppe Deutsche Börse mit ihren Produkten, Dienstleistungen und Technologien die gesamte Wertschöpfungskette im Finanzgeschäft ...
BEDOFIH
The BEDOFIH database includes trades and orders with the highest frequency. BEDOFIH covers the most important European stock markets.
Market impact of government communication: The case of presidential tweets
(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 ...
Call of duty: Designated market maker participation in call auctions
(2021-08-21)
Many equity markets combine continuous trading and call auctions. Oftentimes designated market makers (DMMs) supply additional liquidity. Whereas prior research has focused on their role in continuous trading, we provide ...