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The determinants and consequences of information acquisition via EDGAR
Drake, Michael S.; Roulstone, Darren T.; Thornock, Jacob R. - In: Contemporary accounting research : a journal of the … 32 (2015) 3, pp. 1128-1161
Persistent link: https://www.econbiz.de/10011398686
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Die Deutsche Finanzdatenbank (DFDB)
Bühler, Wolfgang - In: Empirische Kapitalmarktforschung, (pp. 287-331). 1993
Persistent link: https://www.econbiz.de/10001313112
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NELION: a non-linear stock prediction and portfolio management system [=NEOLION: ein nicht-lineares Aktien-Prognose- und Portfolio-Management-System]
Schwerk, Thomas (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001643519
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Les données actions de la banque de données boursières AFFI-SBF
Hamon, Jacques - In: Finance : revue de l'Association Française de Finance 12 (1991) 1, pp. 65-104
Persistent link: https://www.econbiz.de/10001115920
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Die Karlsruher Kapitaldatenbank II
Frantzmann, Hans-Jörg; Haller, Andreas - 1988 - Stand: März 1988
Persistent link: https://www.econbiz.de/10000788714
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Using the EDGAR Log File Data Set
Ryans, James - 2017
The SEC's EDGAR log file data set is a collection of web server log files that allow researchers to study the demand for SEC filings. This multiple terabyte data set provides researchers with a direct measure of demand for financial reports, but the log files must be filtered to remove downloads...
Persistent link: https://www.econbiz.de/10012963478
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Introducing a New Database of 19th Century US Stocks : Returns from 1831 to 1870, Capitalization-Weighted, with Dividends
McQuarrie, Edward F. - 2017
This paper describes an effort to extend the record of US stock market returns past the 1871 terminus of the Cowles (1938) data familiar from Schiller (2015). I combined the archival data supplied by Goetzmann, Ibbotson and Peng (2001) with data supplied by Sylla, Wilson and Wright (2006), and...
Persistent link: https://www.econbiz.de/10012950776
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How do investors' expectations drive asset prices?
Lüders, Erik; Peisl, Bernhard - 2001
Asset price processes are completely described by information processes and investors´ preferences. In this paper we … stylized facts that look at first hand like financial market anomalies may be explained by an information process with …
Persistent link: https://www.econbiz.de/10010297751
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A mean variance king? Creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus; Hess, Dieter E. - 2001
This paper delineates the simultaneous impact of non-anticipated information on first and second moments of the … about the precise price impact of this information. Analyzing the US employment report, we find that headline information is …
Persistent link: https://www.econbiz.de/10010297797
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Surprises in U.S. macroeconomic releases: Determinants of their relative impact on T-Bond futures
Hess, Dieter - 2001
factors determining the relative importance of releases, the time series properties and the information content of the … macroeconomic news flow are investigated. In particular, several types of information regarding inflation and economic strength are … distinguished. The explanatory power of the type of information is tested against the alternative hypothesis that the timeliness of …
Persistent link: https://www.econbiz.de/10010324064