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Data as Clues

In: The Telegraph and Stock Exchanges

Author

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  • Sonali Garg

Abstract

Details of the data collected and the reasons why these data were collected are presented. Data are for the New York Stock Exchange, the Philadelphia Stock Exchange, and the Boston Stock Exchange for the years 1830–1860. Data are from contemporary newspapers from 1830 to 1860. Data on the Price and the Volume of securities traded are collected. Data on the Bid and Ask Prices of securities are also collected. Literature review on the relationship between volume of trade and bid ask spreads is included. Details of the frequency of reporting, the methodology for calculating the size of an exchange, the methodology for calculating average bid ask spreads, and the sampling procedure used are explained.

Suggested Citation

  • Sonali Garg, 2024. "Data as Clues," Palgrave Studies in Economic History, in: The Telegraph and Stock Exchanges, chapter 0, pages 33-45, Palgrave Macmillan.
    • Handle: RePEc:pal:palscp:978-3-031-40407-8_6
    DOI: 10.1007/978-3-031-40407-8_6
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