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Price discovery in high resolution
Hasbrouck, Joel - In: Journal of financial econometrics 19 (2021) 3, pp. 395-430
Persistent link: https://www.econbiz.de/10012654935
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Rejoinder on: price discovery in high resolution
Hasbrouck, Joel - In: Journal of financial econometrics 19 (2021) 3, pp. 465-471
Persistent link: https://www.econbiz.de/10012654950
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Comment on: price discovery in high resolution
Brugler, James; Comerton-Forde, Carole - In: Journal of financial econometrics 19 (2021) 3, pp. 431-438
Persistent link: https://www.econbiz.de/10012654938
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Comment on: price discovery in high resolution
Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; … - In: Journal of financial econometrics 19 (2021) 3, pp. 439-451
Persistent link: https://www.econbiz.de/10012654941
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Comment on: price discovery in high resolution
Jong, Frank de - In: Journal of financial econometrics 19 (2021) 3, pp. 452-458
Persistent link: https://www.econbiz.de/10012654944
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Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric - In: Journal of financial econometrics 19 (2021) 3, pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
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Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric - In: Journal of financial econometrics 21 (2023) 1, pp. 260
Persistent link: https://www.econbiz.de/10013542868