Excess idle time
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Publication:4614985
DOI10.3982/ECTA13595zbMATH Open1420.91539OpenAlexW3123577525MaRDI QIDQ4614985FDOQ4614985
Authors: Federico M. Bandi, Davide Pirino, Roberto Renò
Publication date: 1 February 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta13595
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- Dynamic Discrete Mixtures for High-Frequency Prices
- Jumps or Staleness?
- Managing liquidity with portfolio staleness
- Measuring market efficiency: the Shannon entropy of high-frequency financial time series
- Statistical inferences for price staleness
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