Variation and efficiency of high-frequency betas
Work
Year: 2020
Type: article
Source: Journal of Econometrics
Institutions Duke University, Northwestern University
Cites: 26
Cited by: 2
Related to: 10
FWCI: 0.218
Citation percentile (by year/subfield): 63.72
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funder National Science Foundation
Grant ID SES-1530748