@inproceedings{yacinethe,
title={The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013},
author={Yacine Ait-Sahalia, Jianqing Fan, and Yingying Li},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114410251663993},
booktitle={Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty},
}
Yacine Ait-Sahalia, Jianqing Fan, and Yingying Li. The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013. In Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114410251663993.