An econometric analysis of nonsynchronous trading

An econometric analysis of nonsynchronous trading

"First draft: November 1988. Latest revision: April 1989."

Bibliographic Details
Main Authors:	Lo, Andrew W., MacKinlay, Archie Craig
Other Authors:	Sloan School of Management.
Format:	Working Paper
Published:	Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:	http://hdl.handle.net/1721.1/47826

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