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Research topic
Public communications and markets
Central bank statements, company disclosures and posts by public figures reach markets at stated times. Sometimes prices respond within seconds, and sometimes they do not move at all. Measuring the difference depends on details many studies leave out: when a statement first became public, which clock recorded it, how it was labeled and what an ordinary move looks like.
Work with us on public communications and markets
Rillor's public communications data preserves statements as issued, each with its entities, timestamp, classification and classifier version, and pairs each one with price observations in a declared window around it. Each window comes with random-baseline controls, so a move after a statement can be compared with moves at random times. The data supports event studies, news feeds for agent evaluation and simulation, and methodology testing, under a written data agreement.
Notices
Source data is provided within the rights of each source.
Rillor is not a registered investment adviser or commodity trading advisor and does not provide investment or trading advice. Research, forecasts, data and software described on this site are for research and engineering use. Nothing here is an offer or recommendation to buy or sell any security, commodity interest or digital asset. Past or simulated results do not indicate future results.
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Send the sources, assets and time windows your study needs, and we set out the records and baselines that cover them.