An econometric analysis of nonsynchronous trading
"First draft: November 1988. Latest revision: April 1989."
Main Authors: | , |
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Other Authors: | |
Format: | Working Paper |
Published: |
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
2009
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Online Access: | http://hdl.handle.net/1721.1/47826 |