Aarhus University Seal / Aarhus Universitets segl

Kim Christensen

Fact or friction: Jumps at ultra high frequency

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Financial Economics
Volume114
Issue3
Pages (from-to)576-599
Number of pages24
ISSN0304-405X
DOIs
Publication statusPublished - 2014

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ID: 79220291