Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets
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DOI: 10.1080/00036846.2010.543085
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- Fredj Jawadi & Georges Prat, 2012. "Arbitrage costs and nonlinear adjustment in the G7 stock markets," Applied Economics, Taylor & Francis Journals, vol. 44(12), pages 1561-1582, April.
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