2026-10-09T21:24:53Z https://api.figshare.com/v2/oai

oai:figshare.com:article/34056894 2026-10-02T14:05:27Z category_25321 item_type_3 month_year_10_2026

Processed opportunity-level panels — Forecastable Competitive Depth and the Limits of Structural Interpretation Wen-Ting Wang (24526874) Finance liquidity electronic auctions CoW Protocol <pre><pre><pre>Opportunity-level processed data panels from a production batch-auction<br>exchange (CoW Protocol). Each row is one trading opportunity, with<br>engineered features for modeling competitive depth: directed token-pair<br>identity, submitted order size, realized competitor count, lagged and<br>rolling-window competitive-history features (hist_lag1_R, hist_lag2_R,<br>hist_roll5_R, hist_run_len), and competitor-count concentration measures<br>(HHI, effective number of competitors).</pre></pre></pre><p></p> 2026-10-02T14:05:27Z Dataset Dataset 10.6084/m9.figshare.34056894.v1 https://figshare.com/articles/dataset/Processed_opportunity-level_panels_Forecastable_Competitive_Depth_and_the_Limits_of_Structural_Interpretation/34056894 CC BY 4.0