Data for Deviations from the Law of One Price: A Non-bilateral Perspective

Description of data and codes used to create the estimation results in "Deviations from the Law of One Price: A Non-bilateral Perspective" by Feng Ling, Li Jianan, Li Zhiyuan and Sun Puyang. Please refer to the readme-file for more details about the do-file and datasets. The names of the variables in this file are self-explanatory, the variables are also labeled, and they as well as the data sources are described in the main text of the paper.