Ait-Sahalia, Yacine The Leverage effect puzzle : Disentangling sources of bias at high frenquency / Yacine Ait-Sahalia, Jianqing Fan and Yingying Li - Cambridge NBER 2011 - 52p - NBER Working Paper ; 17592 . Subjects--Topical Terms: NBERWP 17592E6827.pdf