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Research Details

A Descriptive Study of High-Frequency Trade and Quote Option Data, Journal of Financial Econometrics

Type

Article

Author(s)

Torben Andersen, Ilya Archakov, Leon Grund, Nikolaus Hautsch, Yifan Li, Sergey Nasekin, Ingmar Nolte, Manh Cuong Pham, Stephen Taylor, Viktor Todorov

Date Published

2021

Citations

Andersen, Torben, Ilya Archakov, Leon Grund, Nikolaus Hautsch, Yifan Li, Sergey Nasekin, Ingmar Nolte, Manh Cuong Pham, Stephen Taylor, and Viktor Todorov. 2021. A Descriptive Study of High-Frequency Trade and Quote Option Data. Journal of Financial Econometrics.

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