Stalking the "efficient price" in market microstructure specifications : an overview
Joel Hasbrouck
| Year of publication: |
2002
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|---|---|
| Authors: | Hasbrouck, Joel |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 5.2002, 3, p. 329-339
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| Subject: | CAPM | Marktmikrostruktur | Market microstructure | Dekompositionsverfahren | Decomposition method | Kointegration | Cointegration | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001706053