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Liquidity and the Law of One Price: The Case of the Futures-Cash Basis
RICHARD ROLL, EDUARDO SCHWARTZ, AVANIDHAR SUBRAHMANYAMVolume:
62
Year:
2007
Language:
english
Pages:
34
DOI:
10.1111/j.1540-6261.2007.01273.x
File:
PDF, 297 KB
english, 2007