Big Data: Long-Term Implications for Financial Markets and Firms

Itay Goldstein, Chester S. Spatt and Mao Ye

in NBER Books from National Bureau of Economic Research, Inc

JEL-codes: C1 C4 G1 G3 M1 (search for similar items in EconPapers)
Date: 2021
Note: AP CF IO
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Chapters in this book:

Big Data in Finance , pp 3213-3225

Itay Goldstein, Chester S Spatt and Mao Ye

Selecting Directors Using Machine Learning , pp 3226-3264

Isil Erel, Léa H Stern, Chenhao Tan and Michael Weisbach

Measuring Corporate Culture Using Machine Learning , pp 3265-3315

Kai Li, Feng Mai, Rui Shen and Xinyan Yan

Microstructure in the Machine Age , pp 3316-3363

David Easley, Marcos López de Prado, Maureen O’Hara and Zhibai Zhang

Institutional Order Handling and Broker-Affiliated Trading Venues , pp 3364-3402

Amber Anand, Mehrdad Samadi, Jonathan Sokobin and Kumar Venkataraman

Demand for Information, Uncertainty, and the Response of US Treasury Securities to News , pp 3403-3455

Hedi Benamar, Thierry Foucault and Clara Vega

Thousands of Alpha Tests , pp 3456

Stefano Giglio, Yuan Liao and Dacheng Xiu

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