Index arbitrage with heterogeneous investors: A smooth transition error correction analysis
Year of publication: |
2001
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Authors: | Tse, Yiuman |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 10, p. 1829-1856
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