Short-run arbitrage in crisis markets : experimental evidence
Year of publication: |
2014
|
---|---|
Authors: | Sonsino, Doron ; Shavit, Tal |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 9.2014, 1, p. 1-60
|
Subject: | Experimental arbitrage | sub-prime crisis | overconfidence | four-factor model | Theorie | Theory | Experiment | Arbitrage | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Arbitrage Pricing | Arbitrage pricing |
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