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Preprint manuscript presents a new benchmark and dataset for analyzing rejected trading events and their outcomes.
Preprint manuscript for RED-2400. Mirror of the SSRN preprint at https://ssrn.com/abstract=6702198. Companion CSV dataset (6,659 rejection events, 169,122 outcome observations, 1,836 graveyard snapshots) is at Zenodo DOI 10.5281/zenodo.19989075 under CC-BY-4.0. The methodology paper is Kamat (2026), SSRN abstract_id 6638259, currently under review at Quantitative Finance, with companion dataset at Zenodo DOI 10.5281/zenodo.19987697.
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Arati Uday Kamat (2026) studied this question.
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