Statistics
Publications
1
Citations
225
H-Index
1
Active since
2010
Affiliations
Yale University(Current)
Frank Zhang is an author at Yale University specializing in high-frequency econometrics, high-frequency time series analysis, and market uncertainty.
Publications per year
2010–2010
1
1
High-Frequency Trading, Stock Volatility, and Price Discovery
Frank Zhang · SSRN Electronic Journal · 2010 · 225 citations · Full text
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