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Does Retail Trading Matter to Price Discovery?
The diminishing importance of retail investors and the institutionalization of markets are arguably a result of the general perception that individuals are not well informed... -
The CAPM with Measurement Error: "There's life in the old dog yet!" Replicati...
The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper 1. Monte Carlo Simulation: Contains codes and data...