1. A Descriptive Study of High-Frequency Trade and Quote Option Data. (6th January 2021) Authors: Andersen, Torben; Archakov, Ilya; Grund, Leon; Hautsch, Nikolaus; Li, Yifan; Nasekin, Sergey; Nolte, Ingmar; Pham, Manh Cuong; Taylor, Stephen; Todorov, Viktor Journal: Journal of financial econometrics Issue: Volume 19:Number 1(2021) Page Start: 128 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗