SETS, arbitrage activity, and stock price dynamics
| Year of publication: |
2000
|
|---|---|
| Authors: | Taylor, Nick ; Dijk, Dick van ; Franses, Philip Hans ; Lucas, Andre |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 24.2000, 8, p. 1289-1306
|
| Publisher: |
Elsevier |