Operational Shorting and ETF Liquidity Provision -- Replication Package

This replication package includes the necessary code and pseudo data to replicate the Tables and Figures in "Operational Shorting and ETF Liquidity Provision," by Richard Evans, Rabih Moussawi, Michael Pagano, and John Sedunov, forthcoming in the Journal of Financial Economics. In compliance with the Data and Code Sharing Policy of the JFE, we provide pseudo data for the proprietary licensed data used in the paper.