Variance disparity and market frictions

From MaRDI portal
Publication:2294445

DOI10.1016/J.JECONOM.2019.07.005zbMath1456.62255OpenAlexW2970158773WikidataQ127317188 ScholiaQ127317188MaRDI QIDQ2294445

Yang-Ho Park

Publication date: 11 February 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://www.federalreserve.gov/econres/feds/files/2019059pap.pdf







Cites Work




This page was built for publication: Variance disparity and market frictions