HIGH FREQUENCY MARKET MICROSTRUCTURE NOISE ESTIMATES AND LIQUIDITY MEASURES
| Year of publication: |
2008
|
|---|---|
| Authors: | Ait-Sahalia, Yacine ; Yu, Jialin |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2008, 13825
|