From jfm-skills
Assembles Internet Appendix, data codebook, and replication materials for a JFM manuscript. Organizes main text vs. appendix content and documents TAQ/proprietary-data access path.
How this skill is triggered — by the user, by Claude, or both
Slash command
/jfm-skills:jfm-internet-appendixThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
- The main text is overflowing with secondary robustness tables that should move to an appendix
The discipline is the main paper must be self-contained: every claim a referee must accept to believe the headline lives in the main text. The Internet Appendix carries depth, not load-bearing claims.
| Material | Main text | Internet Appendix |
|---|---|---|
| Headline result + its identifying design | ✓ | |
| The one or two load-bearing robustness checks | ✓ | |
| Alternative liquidity-measure replications | summary line | full tables |
| Sample-filter / period / subsample variations | mention | full grid |
| Full microstructure-measure construction & formulas | brief | complete derivation |
| Data cleaning rules (trade-quote match, filters) | summary | exhaustive codebook |
| Placebo / falsification batteries | result stated | full set |
| Proofs / model details (if theory) | key steps | complete |
JFM is an Elsevier journal; confirm the current data-and-code policy and whether a deposit is required at submission vs. acceptance (检索于 2026-06;以官网为准 — 待核实). Regardless of the minimum, prepare:
Read only the main text and ask: could a referee accept the headline without ever opening the appendix? If the only evidence that the result is not a measurement artifact sits in Internet Appendix Table IA.7, the paper fails — move at least one alternative-measure column into the main text and leave the full battery in the appendix. Conversely, if the main text reproduces every sub-period split and influential-name drop, it is bloated — push those down and keep a one-line summary ("results are stable across sub-periods and to dropping the most-traded names; see IA.2-IA.4"). The main text carries the claims; the appendix carries the exhaustiveness.
Microstructure papers routinely use feeds that cannot be redistributed (exchange order-book feeds, a broker's order data, Nasdaq ITCH, a vendor's TAQ license). The honest pattern is to document the access path precisely: the vendor/exchange, the product name, the license type, the exact query or universe/period filter used, and the cost tier if relevant. A replicator with their own license can then reconstruct the sample. State plainly what is shareable (code, derived non-proprietary aggregates) and what is not. Do not write "data available on request" for data you have no right to share — that is a common and easily caught evasion.
A curated Internet Appendix for a typical empirical microstructure paper reads as a deliberate outline, not a dumping ground: IA.1 full variable definitions and construction formulas (every liquidity/impact measure); IA.2 the complete sample-filter grid and how many records each screen removes; IA.3 alternative liquidity-measure replications of the headline; IA.4 sub-period and asset-subset robustness; IA.5 placebo/falsification tests; IA.6 computational details (solver, starting values, tolerances, software versions); IA.7 additional figures (intraday patterns, alternative event windows). Each section opens with one line stating which main-text claim it supports. This structure lets a referee find the check they want in seconds and signals that the authors know exactly which results are load-bearing.
Use the appendix build as a check on the main text. If, while curating the appendix, you find a robustness check that is essential to believing the headline, that check belongs in the main text — promote it. If you find a main-text table that no reader needs to accept the claim, demote it. Done well, this pass leaves a main text where every exhibit is load-bearing and an appendix where every exhibit is genuinely supplementary, each labeled with the claim it backs. The relabeling alone often surfaces a buried fragility the authors had not noticed.
Microstructure papers often rely on estimates that are sensitive to implementation: PIN/VPIN (likelihood with many local optima), Kyle's lambda (regression specification and sampling frequency), realized-volatility and impact measures (sampling-frequency and noise corrections), and structural model solvers. For these, the appendix and replication package must record the exact solver, starting values, multistart strategy, convergence tolerance, and software versions — otherwise a replicator gets different numbers and reads it as a failure. A short "computational details" subsection that states these, plus a lockfile pinning package versions, pre-empts the most common reproducibility dispute. Where a derived aggregate can be shared even though the raw feed cannot, ship that aggregate so the final tables at least reproduce from an intermediate file.
【Journal】Journal of Financial Markets (JFM)
【Skill】jfm-internet-appendix
【Self-containment】main text stands alone? [Y/N]
【Appendix map】each exhibit ↔ main-text claim? [Y/N]
【Codebook】measures + filters fully documented? [Y/N]
【Data access path】proprietary feed access documented (not false sharing)? [Y/N]
【Reproducibility】versions/lockfile recorded? [Y/N]
【Policy status】data-and-code policy verified or 待核实
【Next skill】jfm-writing-style
npx claudepluginhub brycewang-stanford/awesome-journal-skills --plugin jfm-skillsOrganizes the online appendix and data-and-code deposit for a Journal of International Money and Finance (JIMF) manuscript. Structures supplementary material and replication package per journal policy.
Organizes the journal-hosted Internet Appendix for a Journal of Financial Economics (JFE) manuscript: moves content off main text, cross-references, and keeps appendix self-contained.
Organizes online appendix content for JMCB manuscripts, deciding what goes in main text vs appendix and structuring the replication path.