"Microstructure noise and idiosyncratic volatility anomalies in ..."

Elie Bouri et al. (2024)

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DOI: 10.1007/S10479-022-04568-9

access: closed

type: Journal Article

metadata version: 2024-05-07

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Elie Bouri, Ladislav Kristoufek, Tanveer Ahmad, Syed Jawad Hussain Shahzad:
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies. Ann. Oper. Res. 334(1): 547-573 (2024)

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