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Bank (ECB) collects and disseminates data on significant and less significant institutions. To ensure harmonised …
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The Bank for the Accounts of Companies Harmonized (BACH) is a free-of-charge database containing the aggregated … feeding the database were originally prepared in line with national accounting standards consistent with European Accounting … of the resulting data. This article presents the methodology underpinning BACH, including the content of the database. It …
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Computational methods to gauge investor sentiment from commonly used online data sources that rely on machine learning classifiers and lexicons have shown considerable promise, but suffer from measurement and classification errors. In our work, we develop a simple, direct and unambiguous...
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"Big data" is becoming an increasingly important aspect of our daily lives as the digital sources of information and intelligence that it encompasses become more structured and more publicly available. These sources may enable the generation of new datasets providing high-frequency and timely...
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