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SETS, arbitrage activity, and stock price dynamics
Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999
This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...
Persistent link: https://www.econbiz.de/10011300557
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Vertical marketing systems for complex products : a triadic perspective
Wuyts, Stefan; Stremersch, Stefan; Van Den Bulte, Christophe - 2008
Persistent link: https://www.econbiz.de/10003727669
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SETS, Arbitrage Activity, and Stock Price Dynamics
Taylor, Nick; van Dijk, Dick; Franses, Philip Hans; … - 1999
This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...
Persistent link: https://www.econbiz.de/10010324378
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On the need for fiscal discipline in a union
Aizenman, Joshua - 1994
Persistent link: https://www.econbiz.de/10000884515
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Foreign direct investment, employment volatility and cyclical dumping
Aizenman, Joshua - 1994
Persistent link: https://www.econbiz.de/10000885359
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Multi-step forecast error variances for periodically integrated time series
Franses, Philip Hans - 1994
Persistent link: https://www.econbiz.de/10000891993
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A model selection strategy for time series with increasing seasonal variation
Franses, Philip Hans; Koehler, Anne B. - 1993
Persistent link: https://www.econbiz.de/10000893854
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Macroeconomic adjustment with segmented labor markets
Agénor, Pierre-Richard - 1994
Persistent link: https://www.econbiz.de/10000893878
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Testing rational expectations in agricultural markets using periodic models
Kuiper, Erno; Franses, Philip Hans; Kloek, Teunis - 1993
Persistent link: https://www.econbiz.de/10000894161
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Testing for common trends across periodically integrated seasonal time series
Franses, Philip Hans - 1993
Persistent link: https://www.econbiz.de/10000894172