Data for Deviations from the Law of One Price: A Non-bilateral Perspective

Published: 6 August 2021| Version 1 | DOI: 10.17632/w7hg333rwj.1


Description of data and codes used to create the estimation results in "Deviations from the Law of One Price: A Non-bilateral Perspective" by Feng Ling, Li Jianan, Li Zhiyuan and Sun Puyang. Please refer to the readme-file for more details about the do-file and datasets. The names of the variables in this file are self-explanatory, the variables are also labeled, and they as well as the data sources are described in the main text of the paper.


Steps to reproduce

In the do_file folder, is the Stata program (version 16) that loads in .dta files and replicates all tables and figures of the main paper. While running this program, all figures and table contexts, and a log file with all raw results will be generated and saved in the results folder. In the data folder, three graph data files (i.e., Figure_1.dta, Figure_2.dta and Figure_3.dta) contain all the variables necessary to replicate the figures. Seven data sets are provided to replicate all the tables, and their names are labeled as the tables’ names. For Table 1 and 2, the descriptive summaries in the table will be given in the Stata main-screen while the corresponding data is run by the do-file. From Table 3 to 14, all the regression results are replicated as the table output separately. In the results folder, there is a log file, Replication results log file.txt, including all raw result output, and there are all the replicated figures and Table 3 to 14. The context of Table 1 and 2 can be found in the beginning of log file. While running the do_file in the do_file folder, the new replication results will be generated and replaced the original context.


Fujian Key Laboratory of Statistical Science


Price, Trade