%0 Journal Article %1 Taylor2000 %A Taylor, Nick %A van Dijk, Dick %A Franses, Philip Hans %A Lucas, André %D 2000 %J Journal of Banking & Finance %K Non-linear error-correction %N 8 %P 1289--1306 %T SETS, arbitrage activity, and stock price dynamics %U http://www.sciencedirect.com/science/article/B6VCY-40NMT46-4/1/d64faf53c6b6b6b4fd61f5fe99ea7ef1 %V 24

@article{Taylor2000, added-at = {2008-04-22T13:53:19.000+0200}, author = {Taylor, Nick and van Dijk, Dick and Franses, Philip Hans and Lucas, Andr{\'e}}, biburl = {https://www.bibsonomy.org/bibtex/24e87238c1982e579ff707b76859e8156/smicha}, description = {Journal of Banking & Finance}, interhash = {3455796a7de7194bdeef054f5c7a45b5}, intrahash = {4e87238c1982e579ff707b76859e8156}, journal = {Journal of Banking \& Finance}, keywords = {Non-linear error-correction}, month = Aug, number = 8, pages = {1289--1306}, timestamp = {2008-04-22T13:58:19.000+0200}, title = {SETS, arbitrage activity, and stock price dynamics}, url = {http://www.sciencedirect.com/science/article/B6VCY-40NMT46-4/1/d64faf53c6b6b6b4fd61f5fe99ea7ef1}, volume = 24, year = 2000 }