Showing 1 - 10 of 26
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
Persistent link: https://www.econbiz.de/10003778610
Persistent link: https://www.econbiz.de/10003819409
Persistent link: https://www.econbiz.de/10003901223
Persistent link: https://www.econbiz.de/10008989692
Persistent link: https://www.econbiz.de/10009704323
Persistent link: https://www.econbiz.de/10003802828
Persistent link: https://www.econbiz.de/10002083880
Persistent link: https://www.econbiz.de/10003009498
Persistent link: https://www.econbiz.de/10002418813