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Open datasets · Harvard Dataverse

Replication Data for: Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross-Section of Stock Returns

By Yashar Barardehi · as credited by the source

Published 2025-01-11 · Replication package for "Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross-Section of Stock Returns", accepted for publication at JFQA on 01/02/2025

Deposited on Harvard Dataverse doi:10.7910/DVN/T64SEZ licence: see repository 29 files
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About this dataset

Computer programs and pseudo data that illustrate the necessary steps to arrive at the key results of the article.

Collection: Replication package for "Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross-Section of Stock Returns", accepted for publication at JFQA on 01/02/2025

Use it in a run

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Automatic download by DOI is planned.

Cite

@dataset{barardehi2025,
  title     = {Replication Data for: Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross-Section of Stock Returns},
  author    = {Barardehi, Yashar},
  year      = {2025},
  publisher = {Harvard Dataverse},
  doi       = {10.7910/DVN/T64SEZ},
  url       = {https://doi.org/10.7910/DVN/T64SEZ}
}

Research that uses it

No published research on E2ER uses this dataset yet.

Description

Data model
Discipline
EconomicsFinance
Method family
Replication
Design
not specified
Research stage
Data acquisition
Contributors
Yashar Barardehi (Data curation)
Usage
not used in published research yet
Source
Harvard Dataverse · Replication package for "Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross-Section of Stock Returns", accepted for publication at JFQA on 01/02/2025
Record
dataset:dataverse/10-7910-dvn-t64sez · JSON

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