jfm-empirical-designUse when the market-data design and microstructure measurement are the bottleneck for a Journal of Financial Markets (JFM) manuscript — TAQ/order-book cleaning, liquidity and price-impact construction, sample filters. Hardens measurement; it does not invent evidence or citations.
jfm-identificationUse 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.
jfm-internet-appendixUse when assembling the Internet Appendix, data codebook, and replication materials for a Journal of Financial Markets (JFM) manuscript — what stays in the main text vs. the appendix, and the TAQ/proprietary-data access path. Organizes supporting material; it does not invent evidence or citations.
jfm-literature-positioningUse when positioning a Journal of Financial Markets (JFM) manuscript against the microstructure frontier and its broad-finance siblings — staking a contribution the markets-literature insiders will recognize. Positions; it does not invent evidence or citations.
jfm-rebuttalUse when drafting the response to an R&R or referee report for a Journal of Financial Markets (JFM) manuscript — turning microstructure objections into a point-by-point response and a revised draft. Plans and drafts the rebuttal; it does not invent evidence or citations.
jfm-referee-strategyUse when anticipating the microstructure referee's objections for a Journal of Financial Markets (JFM) manuscript — a pre-submission pre-mortem and, post-decision, a triage of the report. Anticipates and triages; it does not invent evidence or citations.
jfm-robustnessUse when results may be sensitive to liquidity-measure choice, sample filters, microstructure noise, or inference for a Journal of Financial Markets (JFM) manuscript. Builds the design-based robustness ledger; it does not invent evidence or citations.
jfm-submissionUse when running the final pre-submission preflight for a Journal of Financial Markets (JFM) manuscript via Elsevier Editorial Manager — file set, blinding, declarations, data statement, and house formatting. Final checks; it does not draft content.
jfm-tables-figuresUse when microstructure exhibits — spreads, depth, price-impact, order-flow, and event-study plots — are the bottleneck for a Journal of Financial Markets (JFM) manuscript. Sharpens the exhibits; it does not invent evidence or citations.
jfm-topic-selectionUse when deciding whether a question belongs at the Journal of Financial Markets (JFM) — i.e., whether it is genuinely about market microstructure / how markets trade rather than broad asset pricing or corporate finance. Scopes and reroutes; it does not invent evidence or citations.
jfm-workflowUse when deciding which jfm-* sub-skill to invoke next, or when sequencing work on a Journal of Financial Markets (JFM) manuscript from topic selection through rebuttal. Routes — it does not replace — the specialized microstructure-focused skills.
jfm-writing-styleUse when the prose, intro, and abstract are the bottleneck for a Journal of Financial Markets (JFM) manuscript — making the trading mechanism land for microstructure insiders. Late-stage polish; it does not invent evidence or citations.