A Descriptive Study of High-Frequency Trade and Quote Option Data* (2021)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1093/jjfinec/nbaa036
Publication URI: http://dx.doi.org/10.1093/jjfinec/nbaa036
Type: Journal Article/Review
Parent Publication: Journal of Financial Econometrics
Issue: 1