Published March 25, 2022
| Version 1.0.0
Dataset
Open
Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.
Authors/Creators
- 1. University of Graz
- 2. MCI Management Center Innsbruck
Description
This dataset contains the raw experimental data and the analysis script for the paper Merl, R., Stöckl, 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.
Files
R Script Insider Trading Regulation and Shorting Constraints.zip
Files
(4.5 MB)
| Name | Size | Download all |
|---|---|---|
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md5:56d6509aecbbb63b09fd02c387a37aec
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4.5 MB | Preview Download |
Additional details
References
- Merl, R., Stöckl, 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.