The Retail Execution Quality Landscape

Published: 16 March 2025| Version 1 | DOI: 10.17632/pg7hbd4w32.1
Contributors:
Anne Haubo Dyhrberg, Andriy Shkilko, Ingrid M. Werner

Description

The code in this replication package constructs the 8 tables and 5 figures in the paper “The Retail Execution Quality Landscape” by Anne Haubo Dyhrberg, Andriy Shkilko, and Ingrid Werner. The code runs using Python, SAS, and Stata. The replicator should expect the code to run for 1 hour depending on the replicator's hardware. Details about the data, the code and how to run the code can be found in the README.md or on Github: https://github.com/annehaubo/retail_execution_quality_landscape.

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Institutions

Wilfrid Laurier University, Ohio State University

Categories

Finance, Market Microstructure

Licence