Comment on: Price discovery in high resolution

Frank de Jong

doi:10.1093/jjfinec/nbz006

Comment on: Price discovery in high resolution

Research output: Contribution to journal › Comment/Letter to the editor › Scientific › peer-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 language	English
Article number	nbz042
Journal	Journal of Financial Econometrics
DOIs	https://doi.org/10.1093/jjfinec/nbz006
Publication status	Published - Mar 2019

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Comment on: Price discovery in high resolution

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