Differential access to dark markets and execution outcomes

This zip file contains code and data to replicate the quantitative output (Tables 2-9) of the paper using simulated pseudo data. The pseudo data files included in this replication package are generated for a one-month period between March and April of 2017. Trade details such as price, volume, time of day and executing broker are randomized. The file also includes instructions regarding sourcing the actual data used for the analysis in the paper.