{"id":"https://openalex.org/W2087052135","doi":"https://doi.org/10.1145/2822898","title":"Design and Construction of a Historical Financial Database of the Italian Stock Market 1973--2011","display_name":"Design and Construction of a Historical Financial Database of the Italian Stock Market 1973--2011","publication_year":2015,"publication_date":"2015-10-19","ids":{"openalex":"https://openalex.org/W2087052135","doi":"https://doi.org/10.1145/2822898","mag":"2087052135"},"language":"en","primary_location":{"id":"doi:10.1145/2822898","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2822898","pdf_url":null,"source":{"id":"https://openalex.org/S110189822","display_name":"Journal of Data and Information Quality","issn_l":"1936-1955","issn":["1936-1955","1936-1963"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Data and Information Quality","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5082807198","display_name":"Paolo Coletti","orcid":"https://orcid.org/0000-0002-8317-0296"},"institutions":[{"id":"https://openalex.org/I171543936","display_name":"Free University of Bozen-Bolzano","ror":"https://ror.org/012ajp527","country_code":"IT","type":"education","lineage":["https://openalex.org/I171543936"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Paolo Coletti","raw_affiliation_strings":["Free University of Bozen Bolzano","Free University of Bozen-Bolzano"],"affiliations":[{"raw_affiliation_string":"Free University of Bozen Bolzano","institution_ids":["https://openalex.org/I171543936"]},{"raw_affiliation_string":"Free University of Bozen-Bolzano","institution_ids":["https://openalex.org/I171543936"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5034330560","display_name":"Maurizio Murgia","orcid":"https://orcid.org/0000-0001-7613-621X"},"institutions":[{"id":"https://openalex.org/I171543936","display_name":"Free University of Bozen-Bolzano","ror":"https://ror.org/012ajp527","country_code":"IT","type":"education","lineage":["https://openalex.org/I171543936"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Maurizio Murgia","raw_affiliation_strings":["Free University of Bozen Bolzano","Free University of Bozen-Bolzano"],"affiliations":[{"raw_affiliation_string":"Free University of Bozen Bolzano","institution_ids":["https://openalex.org/I171543936"]},{"raw_affiliation_string":"Free University of Bozen-Bolzano","institution_ids":["https://openalex.org/I171543936"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5082807198"],"corresponding_institution_ids":["https://openalex.org/I171543936"],"apc_list":null,"apc_paid":null,"fwci":2.9978,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.92876457,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"6","issue":"4","first_page":"1","last_page":"23"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9918000102043152,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9918000102043152,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9596999883651733,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9581999778747559,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7459740042686462},{"id":"https://openalex.org/keywords/concatenation","display_name":"Concatenation (mathematics)","score":0.6648172736167908},{"id":"https://openalex.org/keywords/transparency","display_name":"Transparency (behavior)","score":0.589383602142334},{"id":"https://openalex.org/keywords/database","display_name":"Database","score":0.5839442610740662},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5401008129119873},{"id":"https://openalex.org/keywords/market-data","display_name":"Market data","score":0.45601609349250793},{"id":"https://openalex.org/keywords/data-quality","display_name":"Data quality","score":0.4295429587364197},{"id":"https://openalex.org/keywords/quality","display_name":"Quality (philosophy)","score":0.41541382670402527},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.41354259848594666},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.38718312978744507},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.09609004855155945},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.08825293183326721}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7459740042686462},{"id":"https://openalex.org/C87619178","wikidata":"https://www.wikidata.org/wiki/Q126002","display_name":"Concatenation (mathematics)","level":2,"score":0.6648172736167908},{"id":"https://openalex.org/C2780233690","wikidata":"https://www.wikidata.org/wiki/Q535347","display_name":"Transparency (behavior)","level":2,"score":0.589383602142334},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.5839442610740662},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5401008129119873},{"id":"https://openalex.org/C114118609","wikidata":"https://www.wikidata.org/wiki/Q3036837","display_name":"Market data","level":2,"score":0.45601609349250793},{"id":"https://openalex.org/C24756922","wikidata":"https://www.wikidata.org/wiki/Q1757694","display_name":"Data quality","level":3,"score":0.4295429587364197},{"id":"https://openalex.org/C2779530757","wikidata":"https://www.wikidata.org/wiki/Q1207505","display_name":"Quality (philosophy)","level":2,"score":0.41541382670402527},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.41354259848594666},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.38718312978744507},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.09609004855155945},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.08825293183326721},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C176217482","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Metric (unit)","level":2,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/2822898","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2822898","pdf_url":null,"source":{"id":"https://openalex.org/S110189822","display_name":"Journal of Data and Information Quality","issn_l":"1936-1955","issn":["1936-1955","1936-1963"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Data and Information Quality","raw_type":"journal-article"},{"id":"pmh:oai:alma.39UBZ_INST:11235063640001241","is_oa":false,"landing_page_url":"https://bia.unibz.it/esploro/outputs/journalArticle/Design-and-Construction-of-a-Historical/991005772616601241","pdf_url":null,"source":{"id":"https://openalex.org/S4210197018","display_name":"View","issn_l":"2688-268X","issn":["2688-268X","2688-3988"],"is_oa":false,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.46000000834465027,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1575382631","https://openalex.org/W1964405426","https://openalex.org/W1992897607","https://openalex.org/W2001998991","https://openalex.org/W2018223116","https://openalex.org/W2019118068","https://openalex.org/W2058783960","https://openalex.org/W2089554791","https://openalex.org/W2092269560","https://openalex.org/W2101544483","https://openalex.org/W2115463325","https://openalex.org/W2136164601","https://openalex.org/W2136520017","https://openalex.org/W2165467455","https://openalex.org/W2194915748","https://openalex.org/W2331949282","https://openalex.org/W2567370955","https://openalex.org/W2608050011","https://openalex.org/W2785474068","https://openalex.org/W2903822136","https://openalex.org/W2988119170"],"related_works":["https://openalex.org/W2065180665","https://openalex.org/W2116911522","https://openalex.org/W2374348909","https://openalex.org/W2023291148","https://openalex.org/W12422471","https://openalex.org/W196803638","https://openalex.org/W2379901804","https://openalex.org/W2581407127","https://openalex.org/W2161963926","https://openalex.org/W2767468568"],"abstract_inverted_index":{"This":[0],"article":[1],"presents":[2],"the":[3,14,71,86,91,94,104,111],"technical":[4],"aspects":[5],"of":[6,13,58,73,93,106,119],"designing":[7],"and":[8,28,37,45,60,78,108,121,135,142],"building":[9],"a":[10,66,115],"historical":[11,95],"database":[12,19,113],"Italian":[15],"Stock":[16],"Market.":[17],"The":[18,123],"contains":[20],"daily":[21],"market":[22],"data":[23,41],"from":[24],"1973":[25],"to":[26,49,54,69,103],"2011":[27],"is":[29,125],"constructed":[30],"by":[31],"merging":[32],"two":[33],"main":[34],"digital":[35,107],"sources":[36],"several":[38],"other":[39],"hand-collected":[40,109],"sources.":[42],"We":[43,63],"analyzed":[44],"developed":[46,65],"semiautomatic":[47],"tools":[48],"deal":[50],"with":[51],"problems":[52],"related":[53],"time-series":[55],"matchings,":[56],"quality":[57],"data,":[59,110],"numerical":[61,83,140],"errors.":[62],"also":[64],"concatenation":[67],"structure":[68],"allow":[70],"handling":[72],"company":[74,100],"name":[75],"changes,":[76],"mergers,":[77],"spin-offs":[79],"without":[80],"artificially":[81],"altering":[82],"series.":[84],"At":[85],"same":[87],"time,":[88],"we":[89],"maintained":[90],"transparency":[92],"information":[96],"on":[97],"each":[98],"individual":[99],"listed.":[101],"Thanks":[102],"overlapping":[105],"completed":[112],"has":[114],"very":[116],"high":[117],"level":[118],"detail":[120],"accuracy.":[122],"dataset":[124],"particularly":[126],"suited":[127],"for":[128,136],"any":[129],"empirical":[130],"research":[131],"in":[132],"financial":[133],"economics":[134],"more":[137],"practically":[138],"oriented":[139],"applications":[141],"forecasting":[143],"simulations.":[144]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}