@article{ZHANG Xin-dong:48, author = {ZHANG Xin-dong, ZHAI Yue}, title = {MAX effect and market microstructure noise-An empirical study based on transaction data in American}, publisher = {Journal of Guizhou University of Finance and Economics}, year = {2016}, journal = {Journal of Guizhou University of Finance and Economics}, volume = {34}, number = {01}, eid = {48}, numpages = {12}, pages = {48}, keywords = {
MAX anomaly;microstructure noise;four factor model;security exchange market
}, url = {https://gcxb.gufe.edu.cn/EN/abstract/article_8881.shtml}, doi = {} }