Jeu de données

Lac de données FinData OS (barres 1 minute FirstRate Data, fondamentaux point-in-time, publications de résultats)

Fournisseur: FinData OS (author's private lakehouse of FirstRate Data, versioned API)
Couverture: 16,195 U.S. stock symbols incl. 8,069 delisted (2000–2026); quarterly fundamentals for 5,451 entities, 67 metrics, filing dates 2012–2026; 373,326 earnings-release events
Fréquence: 1-minute bars; quarterly statements with filing and availability dates
Accès: Private research licence; hashed extraction manifests and derived aggregates released, no raw record redistributed
Licence: FirstRate Data commercial licence (private research use)
URL: https://findata.spboucher.ai
Accès: Restreint

1 cahier

WP39

The Invisible Balance Sheet

Can Intraday Financial Markets Detect Corporate Deterioration Before Accounting Disclosures?

Simon-Pierre Boucher · Cahiers de recherche UQO · novembre 2026 · v1.0

Do one-minute financial markets see a firm's forthcoming accounting deterioration before daily markets do? This paper builds a strictly point-in-time panel of 3,796 U.S. listed firms and 102,522 firm-quarters (2013–2026) from 6.7 billion raw one-minute bars and quarterly statements with filing and release dates, and…

Économie financière intraday data sampling frequency earnings surprises fundamental analysis PDF · 34 pages