SETS, arbitrage activity, and stock price dynamics
| Year of publication: |
2000
|
|---|---|
| Authors: | Taylor, N. ; Dijk, D.v. ; Franses, P.H. ; Lucas, A. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 24.2000, 8, p. 1289-1306
|