Results 271 to 280 of about 83,313 (304)
Some of the next articles are maybe not open access.
Disentangling Sources of High Frequency Market Microstructure Noise
Journal of Business and Economic Statistics, 2021Simon Clinet, Yoann Potiron
exaly
Market Microstructure Invariants
SSRN Electronic Journal, 2010Albert S. Kyle, Anna A. Obizhaeva
openaire +1 more source
Realized Variance and Market Microstructure Noise
Journal of Business and Economic Statistics, 2006Asger Lunde
exaly
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
Journal of Financial Economics, 1996Avanidhar Subrahmanyam
exaly
Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange
Journal of Financial Economics, 1997Beni Lauterbach
exaly
The market microstructure approach to foreign exchange: Looking back and looking forward
Journal of International Money and Finance, 2013Dagfinn Rime
exaly