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~isPartOf:"BIS quarterly review : international banking and financial market developments"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Baron, Matthew"
~person:"Hagströmer, Björn"
~person:"Hasbrouck, Joel"
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BIS quarterly review : international banking and financial market developments
Journal of financial and quantitative analysis : JFQA
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The financial review : the official publication of the Eastern Finance Association
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Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
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2
High-frequency quoting : short-term volatility in bids and offers
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 613-641
Persistent link: https://www.econbiz.de/10011929491
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