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Arbitrage, Nontrading, and Stale Prices: October 1987
Home
Publications
Arbitrage, Nontrading, and Stale Prices: October 1987
Arbitrage, Nontrading, and Stale Prices: October 1987
AK
Allan W. Kleidon
Allan W. Kleidon
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1 January 1992
journal article
Published by
University of Chicago Press
in
The Journal of Business
Vol. 65
(4)
,
483
https://doi.org/10.1086/296582
Abstract
No abstract available
Keywords
TRANSACTION DATA
MOVING AVERAGE
INDEXATION
Cited by 32 articles