Jingbin Zhuo, Yufan Chen, Bang Zhou, Baiming Lang, Lan Wu, Ruixun Zhang
{"title":"A Hawkes process analysis of high-frequency price endogeneity and market efficiency","authors":"Jingbin Zhuo, Yufan Chen, Bang Zhou, Baiming Lang, Lan Wu, Ruixun Zhang","doi":"10.1080/1351847x.2023.2251531","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"28 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The European Journal of Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/1351847x.2023.2251531","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}