@article{econhot_econhot-cited-76e82b7cc1da4936,
  title = {Common factors in prices, order flows, and liquidity},
  author = {Joel Hasbrouck},
  journal = {Journal of Financial Economics},
  year = {2001},
  volume = {59},
  number = {3},
  pages = {383-411},
  doi = {10.1016/s0304-405x(00)00091-x},
  url = {https://doi.org/10.1016/s0304-405x(00)00091-x}
}