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High frequency data in financial markets: Issues and applications

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  • Goodhart, Charles A. E.
  • O'Hara, Maureen

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  • Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
    • Handle: RePEc:eee:empfin:v:4:y:1997:i:2-3:p:73-114
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