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Title: The Next Chapter of Big Data in Finance
Abstract The second special issue on big data in finance showcases advancements in research related to data of large size, high dimension, and complex structure since the first NBER/RFS big data conference. The papers published in this next chapter address some questions that were proposed in the initial special issue in 2021. Other papers are more directly connected to recent developments in the markets. We discuss some new research directions, following on the papers published here. They include evaluating market microstructure reforms, understanding medium-frequency trading, improving missing data imputations, and deepening data valuation. We look forward to more developments to follow.  more » « less
Award ID(s):
1838183
PAR ID:
10572242
Author(s) / Creator(s):
; ;
Publisher / Repository:
Oxford University Press
Date Published:
Journal Name:
The Review of Financial Studies
Volume:
38
Issue:
3
ISSN:
0893-9454
Format(s):
Medium: X Size: p. 605-622
Size(s):
p. 605-622
Sponsoring Org:
National Science Foundation
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