Work

Bootstrap refinements in tests of microstructure frictions

Year: 2009

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-009-0143-x

Authors: Thomas J. George, Chuan-Yang Hwang, Tavy Ronen

Institutions: University of Houston, Nanyang Technological University, Rutgers, The State University of New Jersey

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1972346734

FWCI: 0.534

Cites: 32

Cited by: 3

Related to: 10