Here’s another call from data sharing which appears, almost as an aside, in the summary of Morck, Wolfenzon, and Yeung Corporate Governance, Journal of Economic Literature vol. 43, no. 3 (p. 713)
Assembling either cross country and historical data for formal econometric analysis can be labor intensive. One way of mitigating this problem is for researchers to share their data. Some plausibly important variables also measure concepts more commonly associated with anthropology, sociology, political science, or other social sciences than with economics and finance. Borrowing data from other fields might thus help build a deeper understanding of institutions, and of the extent to which they really are creatures of economics. ...