Trading Costs, Price, and Volume in Asset Markets
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Bibliographic InfoArticle provided by American Economic Association in its journal American Economic Review.
Volume (Year): 86 (1996)
Issue (Month): 2 (May)
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- Apreda, Rodolfo, 1999. "Dynamic arbitrage gaps for financial assets: in a nonlinear and chaotic price adjustment process," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 441-457, November.
- Erik R. de Wit & Bas van der Klaauw, 2010.
"Asymmetric Information and List Price Reductions in the Housing Market,"
Tinbergen Institute Discussion Papers
10-038/3, Tinbergen Institute.
- de Wit, Erik R. & van der Klaauw, Bas, 2013. "Asymmetric information and list-price reductions in the housing market," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 507-520.
- de Wit, Erik & van der Klaauw, Bas, 2010. "Asymmetric Information and List Price Reductions in the Housing Market," CEPR Discussion Papers 7799, C.E.P.R. Discussion Papers.
- repec:dgr:uvatin:2010038 is not listed on IDEAS
- Rodolfo Apreda, 1998. "Dynamic Arbitrage Gaps for Financial Assets," CEMA Working Papers: Serie Documentos de Trabajo. 134, Universidad del CEMA.
- repec:dgr:uvatin:2010108 is not listed on IDEAS
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