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Synthetic Trades and Calendar Day Patterns The Case of the Dollar-Sterling Markets
Thatcher, Janet S., (2001)
INTEREST RATE PARITY AND THE BEHAVIOR OF THE BID-ASK SPREAD
Louis, Henock, (1999)
Arbitrageur Heterogeneity, Investor Horizon and Arbitrage Opportunities: An Empirical Investigation
Blenman, Lloyd P., (1997)