检验市场微观结构噪声是否完全由限价订单簿中某些变量的信息内容解释

Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book

• Simon Clinet · 庆应义塾大学
• Yoann Potiron · 庆应义塾大学 通讯