Data and Code for: "How Competitive is the Stock Market?"

Principal Investigator(s):  View help for Principal Investigator(s) Valentin Haddad, University of California-Los Angeles, NBER; Paul Huebner, Stockholm School of Economics; Erik Loualiche, University of Minnesota

Version:  View help for Version V1

Name File Type Size Last Modified
  Analysis 08/07/2024 04:56:PM
  Estimation 08/07/2024 05:08:PM
  Import_Data 08/07/2024 05:06:PM
  renv 08/07/2024 04:59:PM
.Rprofile text/plain 27 bytes 08/07/2024 01:00:PM
README.txt text/plain 58 KB 12/22/2024 04:47:AM
renv.lock text/plain 58.6 KB 08/01/2024 04:15:AM

Project Citation: 

Haddad, Valentin, Huebner, Paul, and Loualiche, Erik. Data and Code for: “How Competitive is the Stock Market?” Nashville, TN: American Economic Association [publisher], 2025. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2025-01-27. https://doi.org/10.3886/E208371V1

Project Description

Summary:  View help for Summary Code and data accompanying "How Competitive is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing"

Scope of Project

Subject Terms:  View help for Subject Terms institutional investors; asset demand systems; demand-based asset pricing; asset pricing; portfolio choice
JEL Classification:  View help for JEL Classification
      D40 Market Structure, Pricing, and Design: General
      G10 General Financial Markets: General (includes Measurement and Data)
      G20 Financial Institutions and Services: General
      L10 Market Structure, Firm Strategy, and Market Performance: General
Geographic Coverage:  View help for Geographic Coverage United States
Time Period(s):  View help for Time Period(s) 2001 – 2020
Collection Date(s):  View help for Collection Date(s) 1/1/2018 – 8/1/2024
Universe:  View help for Universe Institutional ownership of U.S. common stocks
Data Type(s):  View help for Data Type(s) administrative records data; program source code

Methodology

Unit(s) of Observation:  View help for Unit(s) of Observation institution investor - stock - time

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Published Versions

V1 [2025-01-27]

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