Inferring information frequency and quality

Journal of Financial Econometrics

Volumn 3, Issue 4, 2005, Pages 500-524

  Owens, John ^a   Steigerwald, Douglas G ^b  

^a VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asymmetric information; High frequency econometrics

Indexed keywords

EID: 26444450685     PISSN: 14798409     EISSN: None     Source Type: Journal    
DOI: 10.1093/jjfinec/nbi024     Document Type: Article

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