Research_data_code_Microstructure-based private information and institutional return predictability

Mendeley Data 2026 Dataset Open access

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Authors: Xuchu Sun
DOI: 10.17632/9xm7sgrcyn
Cited by: 0

Abstract

README: Replication Package Paper Title Microstructure-based private information and institutional return predictability Authors: Xuchu Sun (Hohai University) Jinling Na (Nanjing University) Tangrong Li (Nanjing Audit University) Date: Jan 28, 2026 This folder contains the programs and materials required to reproduce the results of the paper "Microstructure-based private information and institutional return predictability."

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

Publication details

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