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Retail Trader Sophistication and Stock Market Quality Dataset and Code

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This is the replication code and data used in Eaton, Green, Roseman, and Wu "Retail Trader Sophistication and Stock Market Quality: Evidence from Brokerage Outages", forthcoming at the Journal of Financial Economics. For data that is licensed, such as CRSP and TAQ, sample datafiles are used with meaningless numbers.
创建时间:
2022-07-28
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