Title of article :
Stalking the “efficient price” in market microstructure specifications: an overview
Author/Authors :
Joel Hasbrouck، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Market microstructure , Price discovery , cointegration , Multiple markets , Random-walkdecompositions
Journal title :
Journal of Financial Markets
Journal title :
Journal of Financial Markets
