| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w28615 |
| 来源ID | Working Paper 28615 |
| Big Data in Finance | |
| Itay Goldstein; Chester S. Spatt; Mao Ye | |
| 发表日期 | 2021-03-29 |
| 出版年 | 2021 |
| 语种 | 英语 |
| 摘要 | Big data is revolutionizing the finance industry and has the potential to significantly shape future research in finance. This special issue contains articles following the 2019 NBER/ RFS conference on big data. In this Introduction to the special issue, we define the “Big Data” phenomenon as a combination of three features: large size, high dimension, and complex structure. Using the articles in the special issue, we discuss how new research builds on these features to push the frontier on fundamental questions across areas in finance – including corporate finance, market microstructure, and asset pricing. Finally, we offer some thoughts for future research directions. |
| 主题 | Financial Economics ; Portfolio Selection and Asset Pricing ; Financial Markets ; Corporate Finance |
| URL | https://www.nber.org/papers/w28615 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/586288 |
| 推荐引用方式 GB/T 7714 | Itay Goldstein,Chester S. Spatt,Mao Ye. Big Data in Finance. 2021. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w28615.pdf（303KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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