SETS, arbitrage activity, and stock price dynamics

Research output: Contribution to journal › Article › Academic › peer-review

41 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	1289-1306
Number of pages	18
Journal	Journal of Banking and Finance
Volume	24
Issue number	8
DOIs	https://doi.org/10.1016/S0378-4266(99)00073-4
Publication status	Published - 2000

Access to Document

@article{41faff65530e40daa0c437a350318cad,

title = "SETS, arbitrage activity, and stock price dynamics",

author = "N Taylor and {van Dijk}, Dick and Franses, {Philip Hans} and Lucas, {A (Andr{\'e})}",

year = "2000",

doi = "10.1016/S0378-4266(99)00073-4",

language = "Undefined/Unknown",

volume = "24",

pages = "1289--1306",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "8",

}

TY - JOUR

T1 - SETS, arbitrage activity, and stock price dynamics

AU - Taylor, N

AU - van Dijk, Dick

AU - Franses, Philip Hans

AU - Lucas, A (André)

PY - 2000

Y1 - 2000

U2 - 10.1016/S0378-4266(99)00073-4

DO - 10.1016/S0378-4266(99)00073-4

M3 - Article

VL - 24

SP - 1289

EP - 1306

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 8

ER -