Replication code for peer-reviewed article published in The Journal of Finance. Paper published online December 13, 2024. When citing this dataset, please also cite the a[...]

Using contract‐level data for the Canadian mortgage market, this paper provides evidence of an “invest‐and‐harvest” pricing pattern. We build a dynamic model of price neg[...]

The FDIC resolves insolvent banks with scoring auctions. Although the structure of the scoring rule is known to bidders, they are uncertain about how the FDIC trades off [...]

Code and pseudo data for "The role of intermediaries in selection markets: Evidence from mortgage lending"

Replication data for peer-reviewed article published in[...]

We study the role of brokers in selection markets. We find broker-clients in the Canadian mortgage market are observationally different from branch-clients. They finance [...]

In traditional over-the-counter markets, investors trade bilaterally through intermediaries. We assess whether and how to shift trades on a centralized platform with trad[...]

This is the replication package for "Centralizing Over-The-Counter Markets?" accepted in 2023 by the Journal of Political Economy. The data are proprietary.

Replica[...]

Data and code needed to replicate analysis.

Replication package for peer-reviewed article published in The Review of Economic Studies. Paper published online June 8[...]

The data and programs replicate tables and figures from "Debt-relief programs and money left on the table: Evidence from Canada’s response to COVID-19", by Allen, Clark, [...]

This paper analyzes the effectiveness of debt‐relief programs targeting short‐run household liquidity constraints implemented in Canada in response to the COVID‐19 pandem[...]