Concepedia

Nonsynchronous Security Trading and Market Index Autocorrelation

Michael D. Atchison, Kirt C. Butler, Richard R. Simonds

The Journal of Finance · 1987 · 49 citations · 0 references

Concepts

EconomicsFinancial EconomicsAsset PricingHigh-frequency TradingBusinessTrading ModelMarket Index AutocorrelationFinanceSecurity Market