Showing 1 - 10 of 385
Persistent link: https://www.econbiz.de/10009581603
Persistent link: https://www.econbiz.de/10011411517
Persistent link: https://www.econbiz.de/10001563414
Persistent link: https://www.econbiz.de/10010186725
Persistent link: https://www.econbiz.de/10000890127
Persistent link: https://www.econbiz.de/10003327500
Persistent link: https://www.econbiz.de/10003309090
Persistent link: https://www.econbiz.de/10003312038
Short lived arbitrage opportunities arise when prices adjust with a lag to new information. They are toxic because they expose dealers to the risk of trading at stale quotes. Hence, theory implies that more frequent toxic arbitrage opportunities and a faster arbitrageurs' response to these...
Persistent link: https://www.econbiz.de/10010499534