Replication Package for Sikorskaya (2026)

Published: 22 June 2026| Version 2 | DOI: 10.17632/9vpxfyg3k6.2
Contributor:
Taisiya Sikorskaya

Description

This package contains replication code and pseudo data for Sikorskaya (2026), accepted at the Journal of Financial Economics.

Files

Steps to reproduce

See the included README.md file for the detailed instructions.

Categories

Finance, Asset Pricing, Microstructure, Asset Management

Licence