Introduction to the special issue on Big Data in finance and business

Introduction to the special issue on Big Data in finance and business Electron Commer Res (2018) 18:201 https://doi.org/10.1007/s10660-018-9306-y Introduction to the special issue on Big Data in finance and business J. Christopher Westland Published online: 15 May 2018 © Springer Science+Business Media, LLC, part of Springer Nature 2018 It is hard to remember that only 30 years ago, e-market innovation was led, not by marketing and commerce, but by the financial sector. The stock market crash of 1987 generated enormous interest in electronic trading, and within 5 years the num- ber of stock markets nearly doubled, led by a boom in electronic trading platforms. Many technical innovations essential to electronic commerce were developed first in financial markets. We are today witnessing a new period of creative destruction in finance. Old-line banks and funds are being pushed aside by algorithmic traders; central markets by private equity and dark pools; and financial specialists by com - puter scientists. This special issue of ECR offers an exciting glimpse of cutting-edge research on the current wave of disruptive innovations in finance and business. I want to thank our guest editors, (Fujun Lai; Robert Xin Luo; Yunchuan Sun and Yufeng Shi), for their outstanding work in managing this special issue. We hope our readers find these articles stimulating as they expand the combined discourse on e-commerce, finance and business markets. * J. Christopher Westland westland@uic.edu University of Illinois - Chicago, Chicago, IL, USA 1 3 http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Electronic Commerce Research Springer Journals

Introduction to the special issue on Big Data in finance and business

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Publisher
Springer Journals
Copyright
Copyright © 2018 by Springer Science+Business Media, LLC, part of Springer Nature
Subject
Business and Management; IT in Business; Data Structures, Cryptology and Information Theory; Operations Research/Decision Theory; Computer Communication Networks; Business and Management, general; e-Commerce/e-business
ISSN
1389-5753
eISSN
1572-9362
D.O.I.
10.1007/s10660-018-9306-y
Publisher site
See Article on Publisher Site

Abstract

Electron Commer Res (2018) 18:201 https://doi.org/10.1007/s10660-018-9306-y Introduction to the special issue on Big Data in finance and business J. Christopher Westland Published online: 15 May 2018 © Springer Science+Business Media, LLC, part of Springer Nature 2018 It is hard to remember that only 30 years ago, e-market innovation was led, not by marketing and commerce, but by the financial sector. The stock market crash of 1987 generated enormous interest in electronic trading, and within 5 years the num- ber of stock markets nearly doubled, led by a boom in electronic trading platforms. Many technical innovations essential to electronic commerce were developed first in financial markets. We are today witnessing a new period of creative destruction in finance. Old-line banks and funds are being pushed aside by algorithmic traders; central markets by private equity and dark pools; and financial specialists by com - puter scientists. This special issue of ECR offers an exciting glimpse of cutting-edge research on the current wave of disruptive innovations in finance and business. I want to thank our guest editors, (Fujun Lai; Robert Xin Luo; Yunchuan Sun and Yufeng Shi), for their outstanding work in managing this special issue. We hope our readers find these articles stimulating as they expand the combined discourse on e-commerce, finance and business markets. * J. Christopher Westland westland@uic.edu University of Illinois - Chicago, Chicago, IL, USA 1 3

Journal

Electronic Commerce ResearchSpringer Journals

Published: May 15, 2018

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