NYSE
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Zusammenfassung
NYSE TAQ products provide a comprehensive historical end of day record of all data that was published by the NYSE Group Exchanges' real-time data feeds, including: Depth of book: All bid and offer prices and sizes, Top of book: Information on orders, prices and completed trades, Auction: Details about opening and closing auctions.
Forschungsbereich
Financial Markets
Systemic Risk Lab
Systemic Risk Lab
Schlagworte
staleness, idle time, liquidity, zero returns, stable convergence, flash crashes, high-frequency traders (hfts), liquidity provision, marketmaking
JEL-Klassifizierung
G10, G14
Working Paper Referenzen
Thema
Fiscal Stability
Consumption
Trading and Pricing
Consumption
Trading and Pricing
Publikationstyp
Research Data
Link zur Publikation
Collections
- External Research Data [777]
Solange nicht anders angezeigt, wird die Lizenz wie folgt beschrieben: Attribution-ShareAlike 4.0 International