Bootstrap refinements in tests of microstructure frictions
| Year of publication: |
2010
|
|---|---|
| Authors: | George, Thomas J. ; Hwang, Chuan-Yang ; Ronen, Tavy |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 35.2010, 1, p. 47-71
|