Market Microstructure Invariance: Empirical Hypotheses
- Authors
- Albert S Kyle
- Albert S Kyle
- Albert S Kyle
- Albert S. Kyle
- Alfonso Dufour
- Andrei N Kolmogorov
- Andrei N Kolmogorov
- Andr� Perold
- Anna A. Obizhaeva
- Anna Obizhaeva
- Anna Obizhaeva
- Beno??tbeno??t Mandelbrot
- Charles Lee
- Craig W Holden
- Emanuel Derman
- Franco Modigliani
- Hans R Stoll
- Hans R Stoll
- J Aitchison
- Jack Treynor
- Jean-Philippe Bouchaud
- Jiang Wang
- Joel Hasbrouck
- Joel Hasbrouck
- John Y Campbell
- Kerry Back
- Lawrence R Glosten
- Maurice Allais
- Maurice Allais
- Michael Brennan
- Nicolo G Torre
- Parameswaran Gopikrishnan
- Peter Clark
- Richard C Grinold
- Robert Almgren
- Robert F Stambough
- Ronald L Goettler
- Sanford J Grossman
- Sanford J Grossman
- Thierry An�
- Thomas Loeb
- Vasiliki Plerou
- William Breen
- Xavier Gabaix
- Yakov Amihud
- Yonathan Schwarzkopf
- Publication date
- 1 January 2016
- Publisher
- 'Elsevier BV'
- Doi