An econometric analysis of nonsynchronous trading

Andrew Lo () and A. Craig MacKinlay

Journal of Econometrics, 1990, vol. 45, issue 1-2, 181-211

Date: 1990
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Related works:
Working Paper: An Econometric Analysis of Nonsynchronous Trading (1989)
Working Paper: An Econometric Analysis of Nonsyschronous-Trading
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:45:y:1990:i:1-2:p:181-211

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