Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option Markets
Year of publication: |
1996
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Authors: | Fleming, Jeff ; Ostdiek, Barbara ; Whaley, Robert E. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 16.1996, 4, p. 353-388
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