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F o r a n a l ysis of intraday volatility, see VanHoose (1991) and Lasser (1992) Because 5 f u n d s m a r k e t t r a d i n g i s t y p i c a l l y n o t c o l l a t e r a l i z e d , t h e f u n d s r a t e c a n a l s o differ across borrowers.

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