Transaction data tests of the mix- ture of distributions hypothesis

Harris, L · 1987 · arXiv stable/2330708

1 Pith paper cite this work. Polarity classification is still indexing.

1 Pith paper citing it

representative citing papers

q-fin.TR · 2026-04-26 · unverdicted · novelty 5.0

Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.

Showing 1 of 1 citing paper.

Non-unique time and market incompleteness q-fin.TR · 2026-04-26 · unverdicted · none · ref 36
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.