Download or read book Essays on Using High-frequency Data in Empirical Asset Pricing Models written by Qianqiu Liu and published by . This book was released on 2003 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation explores using high-frequency data in empirical asset pricing models. Since 1990s, the progress of information technology has made tick-by-tick data available in some financial markets and also allows for empirical investigations of a wide range of issues.