Dynamic arbitrage gaps for financial assets: in a nonlinear and chaotic price adjustment process
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- Garbade, Kenneth D & Silber, William L, 1979. "Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk," Journal of Finance, American Finance Association, vol. 34(3), pages 577-593, June.
- Caplin, Andrew & Leahy, John, 1996. "Trading Costs, Price, and Volume in Asset Markets," American Economic Review, American Economic Association, vol. 86(2), pages 192-196, May.
- Brennan, Michael J. & Subrahmanyam, Avanidhar, 1995. "Investment analysis and price formation in securities markets," Journal of Financial Economics, Elsevier, vol. 38(3), pages 361-381, July.
- Rodolfo Apreda, 1999. "Transactionally Efficient Markets, Dynamic Arbitrage and Microstructure," CEMA Working Papers: Serie Documentos de Trabajo. 151, Universidad del CEMA.
- Stahl, Dale II & Fisher, Franklin M., 1988.
"On stability analysis with disequilibrium awareness,"
Journal of Economic Theory,
Elsevier, vol. 46(2), pages 309-321, December.
- Dale O. Stahl & Franklin M. Fischer, 1986. "On Stability Analysis with Disequilibrium Awareness," Working papers 432, Massachusetts Institute of Technology (MIT), Department of Economics.
- Barry Goldman, M. & Sosin, Howard B., 1979. "Information dissemination, market efficiency and the frequency of transactions," Journal of Financial Economics, Elsevier, vol. 7(1), pages 29-61, March. Full references (including those not matched with items on IDEAS)
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