高频数据条件下基于交易成本考虑的中国ETF基金跨市套利研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-1952|28|11|55-65

ISSN: 1003-1952

Source: 管理评论, Vol.28, Iss.11, 2016-01, pp. : 55-65

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Abstract