JASA Feb 09, 2026

The Explicative Market Microstructure Noise

Authors
Wenhao Cui
View Full Paper
Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2622104
  • Published:
    February 09, 2026
  • Added to Tracker:
    Feb 11, 2026
Author Details
Wenhao Cui
Author
Citation Information
APA Format
Wenhao Cui (2026) . The Explicative Market Microstructure Noise. Journal of the American Statistical Association , 10.1080/01621459.2026.2622104.
BibTeX Format
@article{paper894,
  title = { The Explicative Market Microstructure Noise },
  author = { Wenhao Cui },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2622104 },
  url = { https://doi.org/10.1080/01621459.2026.2622104 }
}
Back to Papers