Dynamic arbitrage gaps for financial assets: in a nonlinear and chaotic price adjustment process
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- Dale O. Stahl & Franklin M. Fischer, 1986.
"On Stability Analysis with Disequilibrium Awareness,"
432, Massachusetts Institute of Technology (MIT), Department of Economics.
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- 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.
- 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 577-93, June.
- 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.
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