# Disentangling Sources of High Frequency Market Microstructure Noise

> Research article (Journal of Business and Economic Statistics, 2019) · cited 15× · AI/ML

**Wikidata**: [openalex:W2948573525](https://www.wikidata.org/wiki/openalex:W2948573525)  
**Source**: https://4ort.xyz/entity/disentangling-sources-of-high-frequency-market-microstructure-noise