BergmanetalPropcodedata

Mendeley Data2026-04-18 收录

金融市场微观结构

流动性提供分析

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This file provides the replication kit, including documentation, for “Do Proprietary Traders Provide Liquidity?” (Bergman, Kadan, Michaely, and Moulton).

创建时间：

2026-06-01

The Highest Price Ever: The Great NYSE Seat Sale of 1928-1929 and Capacity Constraints

金融市场微观结构

历史交易所流动性

A surge in orders during the stock market boom of the late 1920s collided against the constraint created by the fixed number of brokers on the New York Stock Exchange. Estimates of the determinants of

NBER2005-08-01 更新80

Replication Data for: A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

股票交易所

金融市场微观结构

This is the replication package for "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?" accepted in 2023 by the Journal of Political Economy

NIAID Data Ecosystem70

Sequential Search for Corporate Bonds

金融市场微观结构

场外交易搜索行为

In over-the-counter (OTC) markets, customers must find a counterparty to trade. Little is known about this process, however, because existing data is comprised of transaction records, which are only i

NBER2023-11-01 更新50

Rational Speculation and Exchange Rates

概率预测模型

金融市场微观结构

In this paper we develop a general equilibrium model of exchange rates where expectations of future variables directly affect the current exchange rate through an 'asset-market' term. This term, which

NBER2001-07-01 更新80

General sum up of the key results of the study.

金融市场微观结构

多智能体强化学习

Recent advances in the field of machine learning have yielded novel research perspectives in behavioural economics and financial markets microstructure studies. In this paper we study the impact of in

NIAID Data Ecosystem50

BergmanetalPropcodedata

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