Armitage, Seth; Chakravarty, Shanti P.; Hodgkinson, Lynn; … - In: Journal of Banking & Finance 36 (2012) 11, pp. 3080-3090
Evidence in financial markets of an opportunity for pure arbitrage, and therefore a violation of the law of one price … persistent price differences, and hence opportunities for arbitrage, after allowance for the bid-ask spread; the strips package …