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SETS, Arbitrage Activity, and Stock Price Dynamics

Journal of Banking and Finance - Netherlands
doi 10.1016/s0378-4266(99)00073-4
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Categories
EconomicsEconometricsFinance
Date

August 1, 2000

Authors
Nick TaylorDick van DijkPhilip Hans FransesAndré Lucas
Publisher

Elsevier BV


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