@misc{lauria2023unifying,
  title={Unifying Market Microstructure and Dynamic Asset Pricing},
  author={Davide Lauria and Yuan Hu and W. Brent Lindquist and Svetlozar T. Rachev},
  year={2023},
  eprint={2304.02356},
  archivePrefix={arXiv},
  primaryClass={q-fin.MF},
  url={https://arxiv.org/abs/2304.02356}
}