Retail Trader Sophistication and Stock Market Quality Dataset and Code

Published: 28 July 2022| Version 1 | DOI: 10.17632/5mjd8kbvbd.1
Contributor:
Brian Roseman

Description

This is the replication code and data used in Eaton, Green, Roseman, and Wu "Retail Trader Sophistication and Stock Market Quality: Evidence from Brokerage Outages", forthcoming at the Journal of Financial Economics. For data that is licensed, such as CRSP and TAQ, sample datafiles are used with meaningless numbers.

Files

Steps to reproduce

Change the file path (line 24 of the .py file) to match the destination of the unzipped folder.

Categories

Finance

Licence