Title of article
SETS, arbitrage activity, and stock price dynamics
Author/Authors
Nick Taylor، نويسنده , , Dick van Dijk، نويسنده , , Philip Hans Franses، نويسنده , , Andre Lucas، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
18
From page
1289
To page
1306
Keywords
Smooth transition , SETS , Non-linear error-correction , Transaction costs
Journal title
Journal of Banking and Finance
Serial Year
2000
Journal title
Journal of Banking and Finance
Record number
193203
Link To Document