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Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis.

Jaewon ChoiOr ShacharSean Seunghun Shin
Published in: Manag. Sci. (2019)
Keyphrases
  • empirical evidence
  • data sets
  • multiresolution
  • data mining
  • artificial intelligence
  • feature selection
  • long term
  • case law