Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Year of publication: |
31 August 2020
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Authors: | Peress, Joël ; Xi, Dong ; Kang, Namho |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | pricing anomalies | market efficiency | return persistence and cyclicality/seasonality | mutual funds | hedge funds | slow-moving capital | transaction costs | limits to arbitrage | spectral analysis | Arbitrage | Investmentfonds | Investment Fund | Hedgefonds | Hedge fund | Transaktionskosten | Transaction costs | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (circa 94 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15235 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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