SETS, arbitrage activity, and stock price dynamics
Year of publication: |
1999
|
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Other Persons: | Taylor, Nicholas (contributor) ; Dijk, Dick van (contributor) ; Franses, Philip Hans (contributor) ; Lucas, André (contributor) |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | Non-linear error-correction | smooth transition | SETS | transaction costs | Transaktionskosten | Transaction costs | Börsenkurs | Share price | Arbitrage |
Extent: | Online-Ressource (19 S.) graph. Darst. |
---|---|
Series: | Discussion paper. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 1999,003 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/85401 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C32 - Time-Series Models |
Source: |
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