Intraday Price Formation in U.S. Equity Index Markets

Journal of Finance

Volumn 58, Issue 6, 2003, Pages 2375-2400

  Hasbrouck, Joel ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345016441     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1046/j.1540-6261.2003.00609.x     Document Type: Review

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