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Tests and properties of variance rations in microstructure studies
Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
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Bootstrap refinements in tests of microstructure frictions
George, Thomas J.; Hwang, Chuan-yang; Ronen, Tavy - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 47-70
Persistent link: https://www.econbiz.de/10008797145