RT Journal Article SR Electronic T1 Arbitrage–free spread JF The Journal of Portfolio Management FD Institutional Investor Journals SP 65 OP 77 DO 10.3905/jpm.1991.409329 VO 17 IS 3 A1 John D. Finnerty A1 Michael E Rose YR 1991 UL https://pm-research.com/content/17/3/65.abstract AB