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Award ID contains: 1838183

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  1. ; ; (, The Review of Financial Studies)
    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. 
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  2. ; ; (, Journal of Financial Economics)
    Full Text Available 
  3. ; ; (, Journal of Financial Economics)
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  4. ; ; (, Journal of Accounting and Economics)
    Full Text Available 
  5. ; ; (, Journal of financial economics)
    null (Ed.)
    Full Text Available 
  6. ; ; (, The Review of financial studies)
    null (Ed.)
    Accepted Manuscript Full Text Available