We build a unique industry-level panel data set to estimate border effects with respect to U.S.-Canada trade for each year from 1992 to 2005. Estimates from data aggregated at the province/state level yield border effects in the early 1990s that increase slightly and then decline after the...

We study the cause of large fluctuations in prices in the London Stock Exchange. This is done at the microscopic level of individual events, where an event is the placement or cancellation of an order to buy or sell. We show that price fluctuations caused by individual market orders are...

Donohue and Levitt (2001) attribute over half of the decline in U.S. crime rates during the 1990s to abortion legalization. This paper conducts similar research by exploiting cross-province time-series variation in Canadian data. The use of Canadian data allows me to separate the effects of...

"We attempt to contribute to the literature by evaluating the effects of higher beer prices on gonorrhea and chlamydia rates through pooling data across Canadian provinces and over time. Ordinary least squares as well as instrumental variables estimates suggest that higher real beer prices are...