dc.date.accessioned | 2021-09-24T11:58:18Z | |
dc.date.available | 2021-09-24T11:58:18Z | |
dc.identifier.uri | https://fif.hebis.de/xmlui/handle/123456789/1512 | |
dc.description.abstract | Tick History is a historical market data service, offering global intra-day Time and Sales, Quotes, and Market Depth content dating back to January 1996 for an extensive range of equities, indices, foreign exchange, money, fixed income, and derivatives instruments. Designed for customers requiring content to back-test automated and programmatic (algorithmic) trading models and perform historical quantitative research, as well as clients with compliance or transaction cost analysis needs. | |
dc.rights | Attribution-ShareAlike 4.0 International | |
dc.rights.uri | http://creativecommons.org/licenses/by-sa/4.0/ | |
dc.subject | Financial Markets | |
dc.subject | Systemic Risk Lab | |
dc.title | TRTH | |
dc.type | Research Data | |
dcterms.isReferencedBy | https://fif.hebis.de/xmlui/handle/123456789/2244?Spoilt for Choice: Order Routing Decisions in Fragmented Equity Markets | |
dcterms.isReferencedBy | https://fif.hebis.de/xmlui/handle/123456789/2297?Managing Excess Volatility: Design and Effectiveness of Circuit Breakers | |
dcterms.isReferencedBy | https://fif.hebis.de/xmlui/handle/123456789/2298?Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets | |
dcterms.isReferencedBy | https://fif.hebis.de/xmlui/handle/123456789/2334?Liquidity Provider Incentives in Fragmented Securities Markets | |
dcterms.isReferencedBy | https://fif.hebis.de/xmlui/handle/123456789/2337?A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition | |
dcterms.isReferencedBy | https://fif.hebis.de/xmlui/handle/123456789/2359?Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives | |
dcterms.isReferencedBy | https://fif.hebis.de/xmlui/handle/123456789/2408?The FOMC Risk Shift | |
dc.subject.keywords | dark trading | |
dc.subject.keywords | fragmentation | |
dc.subject.keywords | anonymity | |
dc.subject.keywords | immediacy | |
dc.subject.keywords | circuit breaker | |
dc.subject.keywords | volatility interruption | |
dc.subject.keywords | volatility | |
dc.subject.keywords | liquidity | |
dc.subject.keywords | market design | |
dc.subject.keywords | market fragmentation | |
dc.subject.keywords | high-frequency trading | |
dc.subject.keywords | stock market | |
dc.subject.keywords | regulation | |
dc.subject.keywords | trading volume | |
dc.subject.keywords | liquidity provider incentives | |
dc.subject.keywords | transaction costs | |
dc.subject.keywords | competition | |
dc.subject.keywords | price efficiency | |
dc.subject.keywords | dark pools | |
dc.subject.keywords | mifid ii | |
dc.subject.keywords | double volume caps | |
dc.subject.keywords | monetary policy surprises | |
dc.subject.keywords | equity premium | |
dc.subject.keywords | fund flows | |
dc.subject.keywords | portfolio rebalanc- ing | |
dc.subject.keywords | price pressures | |
dc.subject.jel | G10 | |
dc.subject.jel | G12 | |
dc.subject.jel | G14 | |
dc.subject.jel | G15 | |
dc.subject.jel | G18 | |
dc.subject.jel | G28 | |
dc.subject.jel | G19 | |
dc.subject.jel | E44 | |
dc.subject.topic1 | policy | |
dc.subject.topic1 | wohl | |
dc.subject.topic1 | fundamental | |
dc.subject.topic2 | double | |
dc.subject.topic2 | price | |
dc.subject.topic2 | risk | |
dc.subject.topic3 | electronic | |
dc.subject.topic3 | knowledge | |
dc.subject.topic3 | otri | |
dc.subject.topic1name | Consumption | |
dc.subject.topic2name | Saving and Borrowing | |
dc.subject.topic3name | Trading and Pricing | |
dc.identifier.url | https://developers.refinitiv.com/thomson-reuters-tick-history-trth | |