TRADING IN WARRANTS BY MECHANICAL SYSTEMS

Authors

  • Richard J. Rogalski

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    • Assistant Prof. of Finance, Amos Tuck School, Dartmouth College. The helpful comments of John McDonald, Roger Murray, Rusty Wallingford, and Dick Leabo are gratefully acknowledged. Computer assistance was provided by Nauzer Unvala. This research was partially supported by the faculty research fund of the Graduate School of Business, Columbia University.

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