Codes and Data for Liquidity Characteristics of Market Anomalies and Institutional Trading

Mendeley Data 2026 Dataset Open access

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Authors: Charles Cao, bing liang, Tong Yao, Andrew Zhang
DOI: 10.17632/9prkv8r5vx
Cited by: 0

Abstract

This package contains the codes and data for replicating the tables and figures in the paper "Liquidity Characteristics of Market Anomalies and Institutional Trading"

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Corporate Finance and Governance

Publication details

Journal / source
Mendeley Data
Publication date
28 January 2026
Document type
Dataset