Replication Data: Tiny Trades, Big Questions – Fractional Share Trading
Creators:
Robert Bartlett, Justin McCrary, Maureen O'Hara
Publication Date:
2024-03-18
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "Tiny Trades, Big Questions: Fractional Shares" (Bartlett, McCrary & O'Hara, 2024, Journal of Financial Economics). It includes trade-level data on fractional share transactions, used to examine the rise of fractional share trading among retail investors, its implications for market microstructure, price discovery, and investor participation in equity markets.
Variables:
Details: