Pages that link to "Item:Q1633220"
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The following pages link to The effect of infrequent trading on detecting price jumps (Q1633220):
Displaying 5 items.
- On the impact of infrequent trading on the APT systematic risk components -- evidence from a thin security market (Q1266558) (← links)
- Handling missing prices in a thinly traded stock market: Implications for the specification of event study methods (Q1280134) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- The identification of price jumps (Q2882552) (← links)
- Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)