JFM Internet Appendix & Replication
Organizes Internet Appendices, data codebooks, and replication packages for Journal of Financial Markets manuscripts.
This skill guides researchers in structuring robust Internet Appendices and replication packages tailored to Journal of Financial Markets (JFM) standards. It enforces paper self-containment by clarifying what remains in the main text versus supplementary materials, establishes comprehensive data codebooks for market microstructure measures, and provides transparent documentation patterns for proprietary feeds like TAQ and LOBSTER. By locking in numerical solver settings and creating precise claim-to-appendix mapping, it ensures full reproducibility for empirical finance research.
主要功能
01Enforces main text self-containment while offloading exhaustive checks to the appendix
02Maps every appendix exhibit directly to corresponding main-text claims
03Captures numerical solver configurations and package lockfiles for fragile estimates like PIN/VPIN
04Generates structured replication packages with data lineage and comprehensive variable codebooks
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06Standardizes documentation patterns for proprietary and restricted market data feeds
使用场景
01Documenting restricted proprietary feeds such as TAQ, Nasdaq ITCH, or proprietary exchange data
02Pruning overcrowded manuscript main texts by systematically relocating secondary robustness tables
03Preparing submission-ready replication packages and codebooks for Elsevier and JFM requirements