TY  - JOUR
TI  - Common factors in prices, order flows, and liquidity
AU  - Joel Hasbrouck
JO  - Journal of Financial Economics
PY  - 2001
VL  - 59
IS  - 3
DO  - 10.1016/s0304-405x(00)00091-x
UR  - https://doi.org/10.1016/s0304-405x(00)00091-x
ER  -