Comment on: Price discovery in high resolution

Research output: Contribution to journalComment/Letter to the editorScientificpeer-review

Abstract

This note is a summary of my discussion of Joel Hasbrouck’s keynote paper at the 2018 Society for Financial Econometrics conference.
Original languageEnglish
Article numbernbz042
JournalJournal of Financial Econometrics
DOIs
Publication statusPublished - Mar 2019

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