A Descriptive Study of High-Frequency Trade and Quote Option Data

Andersen, Torben and Archakov, Ilya and Grund, Leon and Hautsch, Nikolaus and Li, Yifan and Nasekin, Sergey and Nolte, Ingmar and Pham, Manh and Taylor, Stephen and Todorov, Viktor (2020) A Descriptive Study of High-Frequency Trade and Quote Option Data. Journal of Financial Econometrics. ISSN 1479-8409 (In Press)

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Financial Econometrics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2002
Subjects:
ID Code:
147058
Deposited By:
Deposited On:
07 Sep 2020 15:50
Refereed?:
Yes
Published?:
In Press
Last Modified:
20 Nov 2020 07:21