Decimalization, Realized Volatility, and Market Microstructure Noise
2018 ◽
Vol 202
(2)
◽
pp. 178-195
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Keyword(s):
2013 ◽
Vol 7
(0)
◽
pp. 2032-2053
◽
2011 ◽
Vol 160
(1)
◽
pp. 220-234
◽
2012 ◽
Vol 168
(2)
◽
pp. 396-406
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2019 ◽
Vol 211
(1)
◽
pp. 176-205
◽
2013 ◽
Vol 13
(1)
◽
pp. 45-82
◽