Journal of Financial Markets
Vol. 49
2020
Microstructure invariance in U.S. stock market trades
Albert S.
Kyle1;
Anna A.
Obizhaeva2;
TUGKAN
TUZUN3,4
1 University of Maryland, College Park · 2 New Economic School · 3 Federal Reserve · 4 Federal Reserve Board of Governors
- DOI
- 10.1016/j.finmar.2019.100513
- Volume
- 49
- Pages
- 100513
- Language
- en
- Sources
-
crossref
openalex
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