Local Mispricing and Microstructural Noise: A Parametric Perspective

Research output: Working paper/Preprint Working paperResearch

  • Torben Gustav Andersen
  • Ilya Archakov, University of Vienna, Italy
  • Gökhan Cebiroglu, University of Vienna, Austria
  • Nikolaus Hautsch, University of Vienna, Austria
Original languageEnglish
PublisherSocial Science Research Network (SSRN)
Number of pages46
Publication statusPublished - 2020

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ID: 229615932