Liquidity in the futures pits: Inferring market dynamics from incomplete data

Journal of Financial and Quantitative Analysis

Volumn 39, Issue 2, 2004, Pages 305-326

  Hasbrouck, Joel ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3042630648     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000003082     Document Type: Article

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