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Author Coletti, Paolo ♦ Murgia, Maurizio
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Copyright Year ©2015
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Financial database ♦ Data integration ♦ Data quality ♦ Stock market
Abstract This article presents the technical aspects of designing and building a historical database of the Italian Stock Market. The database contains daily market data from 1973 to 2011 and is constructed by merging two main digital sources and several other hand-collected data sources. We analyzed and developed semiautomatic tools to deal with problems related to time-series matchings, quality of data, and numerical errors. We also developed a concatenation structure to allow the handling of company name changes, mergers, and spin-offs without artificially altering numerical series. At the same time, we maintained the transparency of the historical information on each individual company listed. Thanks to the overlapping of digital and hand-collected data, the completed database has a very high level of detail and accuracy. The dataset is particularly suited for any empirical research in financial economics and for more practically oriented numerical applications and forecasting simulations.
ISSN 19361955
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2015-10-01
Publisher Place New York
e-ISSN 19361963
Journal Journal of Data and Information Quality (JDIQ)
Volume Number 6
Issue Number 4
Page Count 23
Starting Page 1
Ending Page 23


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Source: ACM Digital Library