Bootstrap refinements in tests of microstructure frictions
| Year of publication: |
2010
|
|---|---|
| Authors: | George, Thomas ; Hwang, Chuan-Yang ; Ronen, Tavy |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 35.2010, 1, p. 47-70
|
| Publisher: |
Springer |
| Subject: | Pricing errors | Bootstrapping | Overnight information | Microstructure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008526431