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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.
Trimtabs
Trimtabs conduct their own survey to obtain fund flows and returns for approximately 15% of the market.
TRTH
Tick History is a historical market data service, offering global intra-day Time and Sales, Quotes, and Market Depth content dating back to January 1996 for an extensive range of equities, indices, foreign exchange, money, ...
Amit Goyal
We use the price-dividend ratio of the aggregate stock market provided on Amit Goyal’s webpage.
TAQ
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 ...
Federal Reserve Bank of Chicago
The Federal Reserve Bank of Chicago is one of 12 regional Reserve Banks across the United States that, together with the Board of Governors in Washington, D.C., serve as the central bank for the United States.
CieslakSchrimpf_2019
We compile a novel database of time-stamped monetary policy events by the four main central banks—the Federal Reserve (Fed), the European Central Bank (ECB), the Bank of England (BOE) and the Bank of Japan (BOJ)—spanning ...
Kibot
We provide instant access to over 58 years of daily data, over 22 years of top-quality, minute-by-minute intraday data and over 11 years of tick-by-tick (including bid/ask) historical market data for Stocks, ETFs, Futures ...
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 ...