I briefly review the standard regression methods used to estimate damages in antitrust actions, and I discuss how these would be applied to cases in financial markets. I consider applications to three different financial market cases. The first is the NASDAQ odd-eighths litigation, where existing antitrust methods closely resemble the analyses published in the academic literature on this issue. The second type of case is bond market antitrust litigation, where the expert faces an additional hurdle because they have to estimate bid-ask spreads. The third type of case is related to the LIBOR manipulation scandal. I discuss why existing methods provide a poor fit for the LIBOR damage calculations. Lastly, I discuss IPO issuance fees as an example of price clustering in financial markets which has not let to antitrust litigation.

中文翻译：

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金融市场的反抗损害

我简要回顾了用于估计反托拉斯诉讼中损害赔偿的标准回归方法，并讨论了如何将其应用于金融市场案件。我考虑了针对三种不同金融市场案例的申请。第一个是纳斯达克（NASDAQ）奇数诉讼，其中现有的反托拉斯方法与该问题在学术文献中发表的分析非常相似。第二类案件是债券市场反托拉斯诉讼，专家需要面对另一个障碍，因为他们必须估算买卖差价。第三种情况与LIBOR操纵丑闻有关。我将讨论为什么现有方法不能很好地拟合LIBOR损伤计算。最后，我以IPO发行费为例，讨论了金融市场中的价格集聚示例，但并未涉及反托拉斯诉讼。