SETS, arbitrage activity, and stock price dynamics

N Taylor, Dick van Dijk, Philip Hans Franses, A (André) Lucas

Research output: Contribution to journalArticleAcademicpeer-review

41 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1289-1306
Number of pages18
JournalJournal of Banking and Finance
Volume24
Issue number8
DOIs
Publication statusPublished - 2000

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