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Nontrading, market-making, and estimates of stock price volatility

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nontradingmarket00mars.pdf

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Author(s)
Marsh, Terry A.
•
Rosenfeld, Eric R.
Date Issued
1985
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management
Series/Report no.
Working paper (Sloan School of Management) ; 1549-83.
Description
January 1983.
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