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.

本压缩包包含可借助模拟伪数据复现该论文定量研究结果（表2至表9）的代码与数据集。本复现包内的伪数据文件生成于2017年3月至4月间的一个月时段，其中涵盖的交易细节（如价格、成交量、交易时段以及执行经纪商信息）均已完成随机化处理。本文件同时提供了获取该论文分析所用真实数据的相关指引。