List of Articles market microstructure noise

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  1 - High Frequency Market Microstructure Noise Estimates and Inference Regarding Returns: a portfolio switching approach
  Jalal Seifoddini F. Rahnamay Roodposhti Hashem Nikoomaram
• Open Access Article
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  2 - Market Depth and Noisy Prices: A Maximum Likelihood Approach
  Jalal Seifoddini Fereydon Rahnamay Roodposhti Hashem Nikoomaram