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Considering all microstructure effects : the extension of a trade indicator model
Ryu, Doojin
- In:
Economics letters
146
(
2016
),
pp. 107-110
Persistent link: https://www.econbiz.de/10011619145
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Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
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