| LDR | 00946nam a22002411a 4500 | ||
| 001 | 007822668 | ||
| 003 | MiAaHDL | ||
| 005 | 20100407000000.0 | ||
| 006 | m d | ||
| 007 | cr bn ---auaua | ||
| 008 | 860423s1984 xx 000 0 eng d | ||
| 035 | ⊔ | ⊔ | ‡asdr-pst.a299136 |
| 035 | ⊔ | ⊔ | ‡a(OCoLC)21857147 |
| 035 | ⊔ | ⊔ | ‡aLIAS438063 |
| 040 | ⊔ | ⊔ | ‡aPSt ‡cPSt ‡dWaOLN |
| 100 | 1 | ⊔ | ‡aBritto, Ronald, ‡d1937- |
| 245 | 1 | 0 | ‡aEffects of futures trading on spot price fluctuations / ‡cby Ronald Britto. |
| 260 | ⊔ | ⊔ | ‡aNew York, NY : ‡bCenter for the Study of Futures Markets, Columbia Business School, ‡c1984. |
| 300 | ⊔ | ⊔ | ‡a28 p. : ‡bill. ; ‡c28 cm. |
| 490 | 0 | ⊔ | ‡aWorking paper series ; #CSFM-91 |
| 500 | ⊔ | ⊔ | ‡a"August 1984". |
| 504 | ⊔ | ⊔ | ‡aBibliography: p. 26-27. |
| 538 | ⊔ | ⊔ | ‡aMode of access: Internet. |
| 650 | ⊔ | 0 | ‡aAgricultural prices ‡xMathematical models. |
| 650 | ⊔ | 0 | ‡aPrices ‡xMathematical models. |
| 710 | 2 | ⊔ | ‡aColumbia University. ‡bCenter for the Study of Futures Markets. |
| CID | ⊔ | ⊔ | ‡a007822668 |
| DAT | 0 | ⊔ | ‡b20100407000000.0 |
| DAT | 1 | ⊔ | ‡a20120815061732.0 ‡b2024-01-04T19:35:16Z |
| CAT | ⊔ | ⊔ | ‡aSDR-PST ‡dUNKNOWN ‡lloader.pl-001-001 |
| FMT | ⊔ | ⊔ | ‡aBK |
| HOL | ⊔ | ⊔ | ‡0sdr-pst.a299136 ‡apst ‡bSDR ‡cPST ‡ppst.000010730195 ‡sPST ‡zno.91 ‡1a299136 |
| 974 | ⊔ | ⊔ | ‡bPST ‡cPST ‡d20240104 ‡sgoogle ‡upst.000010730195 ‡zno.91 ‡y1984 ‡ric ‡qbib ‡tnon-US bib date1 >= 1929 |