Finance Research Letters
ISSN: 1544-6123
Datasets associated with articles published in Finance Research Letters
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- Data for: Price Clustering and Sentiment in BitcoinBitcoin data
- Data for: The Effects of the Introduction of Bitcoin Futures on the Stability of Bitcoin MarketRead "README.txt" file
- Data for: Cryptocurrency Accepting Venues, Investor Attention, and VolatilityData for: Cryptocurrency Accepting Venues, Investor Attention, and Volatility
- Data for: Investors’ Attention and Platform Return in Chinese Peer-to-Peer Lending MarketP2P data
- Data for: A General Method for Valuing Complex Capital StructureThese files are the implementation of our model to the different types of capital structure versus the benchmark that we value using our model.
- Data for: Market efficiency of top market-cap cryptocurrencies: further evidence from panel frameworkCryptocurrency prices
- Data for: Effects of Change in Commission Fees on China Futures MarketData contains the daily trading volume, return volatility, and bid-ask spread for zinc and rubber futures contracts calculated by using a 500 ms high frequency intraday quote and trade data set. The high frequency data published by SHFE is downloaded from Huaxi Futures Company, which is one of the exchange members in SHFE.
- Data for: Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology CompaniesData on Indian stock indices, rupee-dollar exchange rates and Reuters spot gold prices.
- Data for: How Negative Interest Rates Affect the Risk-taking of Individual Investors: Experimental EvidenceExperiment data used in our paper "How Negative Interest Rates Affect the Risk-taking of Individual Investors: Experimental Evidence".
- Data for: SYSTEMATIC RISK IN CRYPTOCURRENCY MARKET: EVIDENCE FROM DCC-MGARCH MODELData is collected from https://coinmarketcap.com/
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