In 1975, amendments to the Security Exchange Act of 1934 mandated the development of a national market system. In response to this mandate, securities listed on the New York Stock Exchange may trade simultaneously on multiple markets. This paper investiga

Per Bjarte Solibakke، نويسنده ,

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Efficient method of moments , Stochastic differential equations , Conditional heteroscedasticity , Non-synchronous trading

Astroparticle Physics

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