Resources by Lisa

Robintrack – Robinhood User Holdings and Popularity Data

Robintrack – Robinhood User Holdings and Popularity Data

Lisa
Open Dataset
Creators: Robintrack
Publication Date: August 2020
Creators: Robintrack

Robintrack provides historical data on the number of Robinhood users holding particular stocks and cryptocurrencies over time, scraped from the Robinhood API before it was discontinued. It is widely used in retail finance research as a measure of retail investor attention and popularity.

Replication Data: High-Frequency Trading in the Stock Market and the Costs of Options Market Making

Replication Data: High-Frequency Trading in the Stock Market and the Costs of Options Market Making

Lisa
Open Dataset
Creators: Mahendrarajah Nimalendran , Khaladdin Rzayev , Satchit Sagade
Publication Date: 20 June 2024
Creators: Mahendrarajah Nimalendran , Khaladdin Rzayev , Satchit Sagade

This dataset, hosted on Mendeley Data, contains the replication data for the study “High-Frequency Trading in the Stock Market and the Costs of Options Market Making” (Nimalendran, Rzayev & Sagade, 2024, Journal of Financial Economics). It includes high-frequency stock and options market data used to examine how high-frequency trading activity in equity markets affects the costs faced by options market makers, analysing the spillover effects of HFT on derivatives market liquidity.

OCC – Options Clearing Corporation Volume by Exchange Data

OCC – Options Clearing Corporation Volume by Exchange Data

Lisa
Open Dataset
Creators: Options Clearing Corporation (OCC)
Publication Date: 2024
Creators: Options Clearing Corporation (OCC)

The Options Clearing Corporation (OCC) publishes monthly and annual options volume data broken down by exchange, providing statistics on the total number of contracts traded across U.S. options exchanges.

SIFMA – U.S. Treasury Securities Market Statistics

SIFMA – U.S. Treasury Securities Market Statistics

Lisa
Open Dataset
Creators: Securities Industry and Financial Markets Association (SIFMA)
Publication Date: June 5, 2026
Creators: Securities Industry and Financial Markets Association (SIFMA)

SIFMA provides comprehensive statistics on the U.S. Treasury securities market, including data on issuance, outstanding balances, trading volumes, and market participants.

Replication Data: Are Cryptos Different? Evidence from Retail Trading

Replication Data: Are Cryptos Different? Evidence from Retail Trading

Lisa
Open Dataset
Creators: Shimon Kogan, Igor Makarov, Marina Niessner, and Antoinette Schoar
Publication Date: 19 March 2024
Creators: Shimon Kogan, Igor Makarov, Marina Niessner, and Antoinette Schoar

This dataset, hosted on Mendeley Data, contains the replication data for the study “Are Cryptos Different? Evidence from Retail Trading” (Kogan, Makarov, Niessner & Schoar, 2024, Journal of Financial Economics). It includes retail trading and cryptocurrency market data used to examine how retail investor behaviour in cryptocurrency markets differs from traditional equity markets, analysing trading patterns, return chasing, and the role of attention in driving retail crypto investment.

SBA – Paycheck Protection Program (PPP) Loan-Level Data

SBA – Paycheck Protection Program (PPP) Loan-Level Data

Lisa
Open Dataset
Creators: U.S. Small Business Administration (SBA)
Publication Date: March 7, 2025
Creators: U.S. Small Business Administration (SBA)

The Small Business Administration (SBA) published loan-level data on all Paycheck Protection Program (PPP) loans issued during the COVID-19 pandemic, including borrower names, loan amounts, lender information, and demographic characteristics.

Replication Data: How Do Treasury Dealers Manage Their Positions?

Replication Data: How Do Treasury Dealers Manage Their Positions?

Lisa
Open Dataset
Creators: Michael Fleming , Giang Nguyen , Joshua Rosenberg
Publication Date: 2026-06-06
Creators: Michael Fleming , Giang Nguyen , Joshua Rosenberg

This dataset, hosted on Mendeley Data, contains the replication data for the study “How Do Treasury Dealers Manage Their Positions?” (Fleming, Nguyen & Rosenberg, 2024, Journal of Financial Economics). It includes dealer-level U.S. Treasury position and transaction data used to examine how primary dealers manage their inventory and risk exposure in the U.S. Treasury market, analysing trading strategies, hedging behaviour, and the role of dealers in providing market liquidity.

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