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TAQ

dc.date.accessioned2021-09-24T11:57:36Z
dc.date.available2021-09-24T11:57:36Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1504
dc.description.abstractNYSE Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectFinancial Markets
dc.titleTAQ
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2106?Option-Implied Information and Predictability of Extreme Returns
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2410?Global Realignment in Financial Market Dynamics: Evidence from ETF Networks
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2435?Market impact of government communication: The case of presidential tweets
dc.source.filenameTAQ.csv
dc.subject.keywordsextreme value theory
dc.subject.keywordstail measure
dc.subject.keywordsimplied correlation
dc.subject.keywordsvariance risk premium
dc.subject.keywordsoption-implied distribution
dc.subject.keywordspredictability
dc.subject.keywordsportfolio optimization
dc.subject.keywordsnetwork theory
dc.subject.keywordscentrality
dc.subject.keywordshigh frequency data
dc.subject.keywordsetfs
dc.subject.keywordsfinancial crises
dc.subject.keywordscovid-19
dc.subject.keywordsinternational finance
dc.subject.keywordsgovernment communication
dc.subject.keywordssocial media
dc.subject.keywordstwitter
dc.subject.keywordsmachine learning
dc.subject.jelG11
dc.subject.jelG12
dc.subject.jelG13
dc.subject.jelG17
dc.subject.jelG10
dc.subject.jelG14
dc.subject.jelC58
dc.subject.topic1hamidieh
dc.subject.topic1precisely
dc.subject.topic1command
dc.subject.topic2car
dc.subject.topic2riskFree
dc.subject.topic2importantly
dc.subject.topic3katz
dc.subject.topic3centrality
dc.subject.topic3series
dc.subject.topic1nameConsumption
dc.subject.topic2nameSaving and Borrowing
dc.subject.topic3nameSystematic Risk
dc.identifier.urlhttps://www.nyse.com/market-data/historical/daily-taq


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