Information Exchange and the Limits of Arbitrage
Year of publication: |
2008-12-31
|
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Authors: | Gray, Wesley |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Arbitrage | hedge funds | market efficiency | information exchange | loss aversion | crowded trades |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing ; G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions ; G10 - General Financial Markets. General |
Source: |
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