Financial History Databases: Old Data, Old Issues, New Insights?
Résumé
In this chapter, we draw attention to the potential flaws historical financial data sets might embed. The way in which historical financial data have been gathered and constructed is even more important than for recent data. For data users, overlooking these potential flaws can affect the reliability of the underlying analysis. For data collectors, considering them can lead to data of better quality. To illustrate, we first discuss the general issues that may affect stock and bond data. Next, we examine in more detail the data items needed to construct equity and bond market indices as well as the consequences of not having these items. An appendix provides an overview of the existing cross-sectional historical datasets.
Domaines
Economies et financesFormat du dépôt | Notice |
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Type de dépôt | Chapitre d'ouvrage |
Titre |
en
Financial History Databases: Old Data, Old Issues, New Insights?
|
Résumé |
en
In this chapter, we draw attention to the potential flaws historical financial data sets might embed. The way in which historical financial data have been gathered and constructed is even more important than for recent data. For data users, overlooking these potential flaws can affect the reliability of the underlying analysis. For data collectors, considering them can lead to data of better quality. To illustrate, we first discuss the general issues that may affect stock and bond data. Next, we examine in more detail the data items needed to construct equity and bond market indices as well as the consequences of not having these items. An appendix provides an overview of the existing cross-sectional historical datasets.
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Auteur(s) |
Annaert Jan
1, 2
, Buelens Frans
2
, Angelo Riva
3, 4, 5
1
Antwerp Management School
( 425666 )
- Belgique
2
UA -
University of Antwerp
( 302250 )
- Prinsstraat 13, 2000 Antwerpen
- Belgique
3
PSE -
Paris-Jourdan Sciences Economiques
( 139754 )
- 48 boulevard Jourdan 75014 Paris
- France
4
PSE -
Paris School of Economics
( 301309 )
- 48 boulevard Jourdan 75014 Paris
- France
5
IREBS -
Institut de recherche de l'European Business School
( 56256 )
- 37/39, boulevard Murat 75016 Paris
- France
|
Langue du document |
Anglais
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Titre de l'ouvrage |
Financial Market History: Reflections on the Past for Investors Today
|
Vulgarisation |
Non
|
Audience |
Internationale
|
Date de publication |
2016-12
|
Domaine(s) |
|
Éditeur commercial |
|
Éditeur scientifique |
|
Mots-clés |
en
flaws historical financial data sets
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