Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.

DOI10.5281/zenodo.6383950Zenodo6383950MaRDI QIDQ6704187FDOQ6704187

Dataset published at Zenodo repository.

Stefan Palan, Robert Merl, Thomas Stöckl

Publication date: 25 March 2022

Copyright license: Creative Commons Attribution 4.0 International

Description

This dataset contains the raw experimental data and the analysis script for the paper Merl, R., Stckl, T., Palan, S., 2022. Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions, Journal of Banking and Finance 106490, https://doi.org/10.1016/j.jbankfin.2022.106490. Instructions: 1. Unpack all files into one folder. 2. Open R version 4.1.2 and set the working directory to the folder with all the files. 3. Run Script.R. In case the SPTools package is not available from GitHub anymore, you can also find it included in this dataset so you can install it from here.

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