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Dijk, D.v. 1 Franses, P.H. 1 Lucas, A. 1 Taylor, N. 1
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SETS, arbitrage activity, and stock price dynamics
Taylor, N.; Dijk, D.v.; Franses, P.H.; Lucas, A. - In: Journal of banking & finance 24 (2000) 8, pp. 1289-1306
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