Can microstructure noise explain the MAX effect?
Xindong Zhang, Lixu Xie, Yue Zhai, Dong Wang
| Year of publication: |
2018
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|---|---|
| Authors: | Zhang, Xindong ; Xie, Lixu ; Zhai, Yue ; Wang, Dong |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 185-191
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| Subject: | Bid-ask errors | Five-factor | Lottery | MAX | Microstructure noise | Marktmikrostruktur | Market microstructure | Noise Trading | Noise trading | Glücksspiel | Gambling | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005667