Replication Data: The Value of Arbitrage
Creators:
Eduardo Dávila, Daniel Graves, and Cecilia Parlatore
Publication Date:
2023
Data Category:
Dataset Description:
This dataset, hosted on Harvard Dataverse, contains the replication data for the study "The Value of Arbitrage" (Dávila, Graves & Parlatore, 2024, Journal of Political Economy). It includes financial market data used to examine the welfare value of arbitrage activity and how arbitrage contributes to price discovery, market efficiency, and overall social welfare, with implications for financial regulation and market design.
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