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jfm-identification

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Use when the identification argument is the bottleneck for a Journal of Financial Markets (JFM) manuscript — causal effects on market quality, or what pins down a microstructure model. Stress-tests the design against JFM's microstructure-insider bar before exhibits are finalized.

When to use

• causal effects on market quality
• microstructure model identification
• market-structure natural experiments
• intraday high-frequency event studies
• instruments for liquidity and order flow
• structural microstructure models
• separating mechanical from behavioral effects

When not to use

• finalizing exhibits
• control-saturated designs

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