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TickData
For over 30 years, the world’s largest investment banks, asset managers, proprietary traders and universities have relied upon our historical intraday stock, futures, options and forex data to back-test trading strategies, ...
Robert Shiller
The data collection effort about investor attitudes that I have been conducting since 1989 has now resulted in a group of Stock Market Confidence Indexes produced by the Yale School of Management. These data are collected ...
RPNA
RavenPack News Analytics (RPNA) provides real-time structured sentiment, relevance and novelty data for entities and events detected in the unstructured text published by reputable content sources. Publishers include Dow ...
Xetra
Xetra (ETR, Marktidentifikationscode XETR) ist ein börslicher Handelsplatz der Frankfurter Wertpapierbörse (FWB). Mit einem Marktanteil von über 90 Prozent im Aktienhandel und bei börsengehandelten Fonds (ETF) ist er der ...
S&P500
The Standard and Poor's 500, or simply the S&P 500, is a free-float weighted measurement stock market index of 500 of the largest companies listed on stock exchanges in the United States.
PTS
The Swedish Post and Telecom Authority (PTS) monitors the electronic communications and postal sectors in Sweden. The term ‘electronic communications’ includes telephony, the Internet and radio.
GorodnichenkoWeber_2015
Research that was conducted with restricted access to the Bureau of Labor Statistics (BLS) data.
CMA
Credit Market Analysis (CMA) is a data and information company specializing in OTC derivatives markets. In July 2012, the company became part of the S&P Capital IQ division of McGraw-Hill
WP302_FOMCdata_2
We collect intraday data on days with scheduled (# 112) and unscheduled (# 2) FOMC announcements between 2006 and 2019, for which detailed data on prices (and fund flows) are available.9 We then measure the change of the ...
WP302_FOMCdata_1
We collect commentary from market participants (e.g., traders, analysts, economists) on the outcome of the meeting shortly after an FOMC announcement.