Data as Clues
Sonali Garg ()
Chapter Chapter 6 in The Telegraph and Stock Exchanges, 2024, pp 33-45 from Palgrave Macmillan
Abstract:
Abstract Details of the data collected and the reasons why these data were collected are presented. Data are for the New York Stock Exchange, the Philadelphia Stock Exchange, and the Boston Stock Exchange for the years 1830–1860. Data are from contemporary newspapers from 1830 to 1860. Data on the Price and the Volume of securities traded are collected. Data on the Bid and Ask Prices of securities are also collected. Literature review on the relationship between volume of trade and bid ask spreads is included. Details of the frequency of reporting, the methodology for calculating the size of an exchange, the methodology for calculating average bid ask spreads, and the sampling procedure used are explained.
Keywords: Average bid ask spreads; Bid ask spreads; Contemporary newspapers; Data source; characteristics; and description; Economies of scale; Liquidity; Price and Volume of securities traded; Price movement against the entity initiating the trade; Sampling procedure; Time needed to execute a trade; Boston public library; Boston stock exchange; Free library of Philadelphia; New York public library; NYSE and Philadelphia stock exchange (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palscp:978-3-031-40407-8_6
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DOI: 10.1007/978-3-031-40407-8_6
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