Journal of Financial Markets Vol. 5 No. 3 2002

Stalking the “efficient price” in market microstructure specifications: an overview

Joel Hasbrouck

New York University

DOI

10.1016/s1386-4181(02)00029-0

Volume

5

Issue

3

Pages

329-339

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓