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Without having lived in such a system, I'm afraid you guys aren't qualified to make informed comments on it :D I have lived in both. And yes, I have read Wealth of Nations. They made us read it during the undergrad econ program, back in the ruins of the former USSR. In either case, this IS...

I hope this will not reignite the whole debate again, but since you were so eagerly anticipaing my reply, I'll make an exception :D. You do have a point that it may not work flawlessly in its extreme form. But in reality it's more like a specturm and I think the US would be a lot better off if...

Came back to ET after about 6 months of inactivity, ran a search for my handle and see some still remember me. Thanks. No, it was not me, and I'm not sure if I'd agree - I have to go back and read what was said. But yes, I did fight for EMH and yes, I do believe socialism rules. :D Take...

Hey guys, I would like to look up a report filed by an expert witness in US Court of Federal Claims. Can those be found online? Thanks a bunch. V.

Just came across this one while looking for references for one of my working papers. Makes for a good weekend read :cool: http://www.afajof.org/Pdf/forthcoming/shumway.pdf

OK, here's an update for those who may be interested. After some bugging, NYSE did finally figure out that the Consolidated Tape now operates until 8pm to accomodate Arca. Still, they keep insisting that the opening bound is 8am and requested a few examples of the prints I find in their data...

From what I've been reading thus far today, the consolidated tape hours are 8am through 6:30pm. Although in at least two places I have seen 6:35pm :confused: In several places, I saw that the NYSE TAQ dataset is only supposed to have trades from 8am till 630pm. Hmmm. Why do I then find some...

Now that you mentioned that, I do remember hearing smth similar from the CRSP (center for research in security prices out of University of Chicago) about it. I guess I'll wait till tomorrow... :cool:

I'm working with Nasdaq stocks in this project only. The reason for calling NYSE is b/c the data is from them (NYSE Trade and Quote database that they complile). I'll post what they say. V.

Thanks, Toonces. Yep, I too often execute a few orders here and there in very late/early extended hours and see nothing on the T/S. But this time the data vendor is different and I wasn't sure if it's a universal thing. I'll have to check on this with NYSE to be 100% sure b/c it matters a bit...

Second that! Although I've only taught for about 4 years...

that no trades get reported to the tape after 7:30 pm? I will call NYSE on Monday, but am a bit impatient and was wondering if any of you guys know this. Thanks. PS It sure seems true given what I've seen. In two year's worth of TAQ data, for all OTC stocks, not a single print after 7pm (or...

Thnx McCloud! Exactly the info I need.

AWESOME! Thanks a bunch Ebo! :cool:

I mean I know I can always call them, but I'd have to wait until after the holidays and I'm kind of impatient to check something that promises to be really neat. TIA.

Hi guys, I have a quick question. Can anyone suggest an easy way to find on which business days the US exchanges were closed in 2000 and 2001? - i.e. the majority of other businesses were open, but not the exchanges. Thanks a bunch.

Try Data - Sort :D

Nope. That didn't help. Besides, if it was cache, I'd have the same problem with other tickers and I don't. That's why it's so weird. Thanks though.

I'd rather not answer that, sorry :cool:

In general, yes, but there are motivated exceptions. I was on the thesis committee of a honors student this year and ended up working with him quite a bit. I don't think he took a lot of stats and econometrics, but he was pretty quick and I was generally impressed.