Multi-market trading and arbitrage☆

• 1 July 2010
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 97  (1) , 53-80
• https://doi.org/10.1016/j.jfineco.2010.03.005

Abstract

Keywords

• F30
• G15
• G32
• MULTI-MARKET TRADING
• CROSS-LISTED STOCKS
• IDIOSYNCRATIC RISK
• LIMITS TO ARBITRAGE

All Related Versions

• Version 1, 2004-01-01, RePEc (Unconfirmed version)