# Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book

> Research article (Journal of Econometrics, 2019) · cited 23× · AI/ML

**Wikidata**: [openalex:W2810031851](https://www.wikidata.org/wiki/openalex:W2810031851)  
**Source**: https://4ort.xyz/entity/testing-if-the-market-microstructure-noise-is-fully-explained-by-the-informational-content-of-some-variables-from-the-li