The Retail Execution Quality Landscape
Published: 16 March 2025| Version 1 | DOI: 10.17632/pg7hbd4w32.1
Contributors:
Anne Haubo Dyhrberg, Andriy Shkilko, Ingrid M. WernerDescription
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