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Index arbitrage with heterogeneous investors: A smooth transition error correction analysis

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  • Tse, Yiuman

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  • Tse, Yiuman, 2001. "Index arbitrage with heterogeneous investors: A smooth transition error correction analysis," Journal of Banking & Finance, Elsevier, vol. 25(10), pages 1829-1855, October.
    • Handle: RePEc:eee:jbfina:v:25:y:2001:i:10:p:1829-1855
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