The leverage effect puzzle: Disentangling sources of bias at high frequency
| Year of publication: |
2013
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Fan, Jianqing ; Li, Yingying |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 109.2013, 1, p. 224-249
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