The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency

By Yacine Aït-Sahalia, Jianqing Fan, Yingying Li. 2011

207 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/a6645dad766034fdfa955abaf181de1165387ea9