Replication data and code for "An experimental analysis on cross-asset arbitrage opportunity and the law of one price"

This record provides the replication package for the manuscript “An experimental analysis on cross-asset arbitrage opportunity and the law of one price.” The package contains the data and R scripts required to reproduce the figures, tables, and other statistical results reported in the manuscript. The analyses are organized into three main scripts: one for the main experiment, one for the additional WOT treatment, and one for outputting the figures, table values, and other reported statistical results. The scripts should be run in the following order: replication_package_main_exp_results.R, replication_package_analysis_additional_treatment.R, and figures_results.R. The working directory for replication_package_main_exp_results.R should be set to data_main_experiment, and the working directory for replication_package_analysis_additional_treatment.R should be set to data_added_treatment. Further details on the required R packages, folder structure, and execution procedure are provided in the README file included in this package.