Goldstein, Itay; Spatt, Chester S.; Ye, Mao - National Bureau of Economic Research - 2021
Big data is revolutionizing the finance industry and has the potential to significantly shape future research in … finance. This special issue contains articles following the 2019 NBER/ RFS conference on big data. In this Introduction to the … special issue, we define the "Big Data" phenomenon as a combination of three features: large size, high dimension, and complex …