Replication Package for Bryzgalova, Pavlova, and Sikorskaya (2025)

Published: 15 January 2025| Version 1 | DOI: 10.17632/92r35ncf3c.1
Contributor:
Anna Pavlova

Description

This package contains pseudo data and replication code for Bryzgalova, Pavlova, and Sikorskaya (2025), accepted at the Journal of Financial Economics

Files

Steps to reproduce

Please refer to the README file.

Institutions

London Business School, University of Chicago Booth School of Business

Categories

Finance, Industrial Organization, Asset Pricing, Market Microstructure

Licence