Gagnon, Louis (contributor); Karolyi, G. Andrew (contributor) - 2004 - [Elektronische Ressource]
’s University and the Dice Center for
Financial Economics at Ohio State University and for useful discussions with Chris Sparrow … theories of “trading-based”
or “habitat-based” comovements.
Arbitrage is one of the central tenets of financial economics … Financial Economics (November 2002) also considers a number of studies on
short-sales and securities lending constraints and …