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Synthetic Trades and Calendar Day Patterns: The Case of the Dollar/Sterling Markets.
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- Financial Review, 2001, v. 36, n. 2, p. 177, doi. 10.1111/j.1540-6288.2001.tb00016.x
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- Article
Arbitrageur heterogeneity, investor horizon and arbitrage opportunities: An empirical investigation.
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- Financial Review, 1997, v. 32, n. 2, p. 225, doi. 10.1111/j.1540-6288.1997.tb00423.x
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- Article
The Choice of Call Provision Terms: Evidence of the Existence of Agency Costs of Debt.
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- Journal of Finance (Wiley-Blackwell), 1985, v. 40, n. 2, p. 549, doi. 10.1111/j.1540-6261.1985.tb04972.x
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- Article
INTEREST RATE PARITY AND THE BEHAVIOR OF THE BID-ASK SPREAD.
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- Journal of Financial Research, 1999, v. 22, n. 2, p. 189, doi. 10.1111/j.1475-6803.1999.tb00722.x
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- Article
AN EMPIRICAL TEST OF THE TIMING OF BOND-REFUNDING DECISIONS.
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- Journal of Financial Research, 1992, v. 15, n. 3, p. 219, doi. 10.1111/j.1475-6803.1992.tb00801.x
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- Article