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Kim Christensen

Fact or friction: Jumps at ultra high frequency

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Fact or friction: Jumps at ultra high frequency. / Christensen, Kim; Oomen, Roel; Podolskij, Mark.

In: Journal of Financial Economics, Vol. 114, No. 3, 2014, p. 576-599.

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

Harvard

Christensen, K, Oomen, R & Podolskij, M 2014, 'Fact or friction: Jumps at ultra high frequency', Journal of Financial Economics, vol. 114, no. 3, pp. 576-599. https://doi.org/10.1016/j.jfineco.2014.07.007

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Vancouver

Author

Christensen, Kim ; Oomen, Roel ; Podolskij, Mark. / Fact or friction: Jumps at ultra high frequency. In: Journal of Financial Economics. 2014 ; Vol. 114, No. 3. pp. 576-599.

Bibtex

@article{281d465c4e44421e83cb953a0cb14959,
title = "Fact or friction: Jumps at ultra high frequency",
author = "Kim Christensen and Roel Oomen and Mark Podolskij",
year = "2014",
doi = "10.1016/j.jfineco.2014.07.007",
language = "English",
volume = "114",
pages = "576--599",
journal = "Journal of Financial Economics",
issn = "0304-405X",
publisher = "Elsevier BV",
number = "3",

}

RIS

TY - JOUR

T1 - Fact or friction: Jumps at ultra high frequency

AU - Christensen, Kim

AU - Oomen, Roel

AU - Podolskij, Mark

PY - 2014

Y1 - 2014

U2 - 10.1016/j.jfineco.2014.07.007

DO - 10.1016/j.jfineco.2014.07.007

M3 - Journal article

VL - 114

SP - 576

EP - 599

JO - Journal of Financial Economics

JF - Journal of Financial Economics

SN - 0304-405X

IS - 3

ER -