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for the working paper

High frequency market microstructure noise estimates and liquidity measures
Yacine A\"it-Sahalia and Jialin Yu
Authors registered in the RePEc Author Service: Yacine Ait-Sahalia
Papers from arXiv.org
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the working paper
Month Downloads Abstract Views 
2009-0800
2009-09186
2009-102510
2009-11717
2009-12511
2010-01712
2010-0243
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2010-0448
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Statistics updated 2025-09-04