An emerging literature relies on an index of limits of arbitrage in fixed-income markets. We analyze the benefits of an … index that is model-free, robust and intuitive. This new index strengthens the evidence that limits of arbitrage proxy for … of arbitrage because it bypasses a noisy estimation step. Relative value indices in the US, the UK, Japan, Germany, Italy …

Regulatory arbitrage — defined as the manipulation of regulatory treatment for the purpose of reducing regulatory costs … of regulatory arbitrage in the area of copyright law. This article offers a new scholarly account of the phenomenon … herein referred to as “copyright arbitrage.” Where economic arbitrage is often considered net-neutral, copyright arbitrage is …

The Flash Loan Arbitrage bot project entails creating a bot that can use flash loans to perform lucrative arbitrage … trades across many decentralised exchanges. To ease arbitrage transactions, the project uses Solidity code to develop a smart …

I explore the premise that the abundance of arbitrage capital varies over time and that future asset prices, proxied by … a set of cross-sectional stock anomalies, depend on arbitrage capital availability. When arbitrage capital is abundant … strategies. In contrast, when arbitrage capital is scarce, investors are unable to deploy enough capital to take advantage of …

Arbitrage trading strategies are a class of trading strategies that involve buying and selling financial instruments to … take advantage of price discrepancies. The goal of arbitrage trading is to make a profit from the differences in prices … between securities or markets, without taking on significant directional risk. Arbitrage trading strategies typically rely on …

This paper shows how to uniquely price non-traded assets using no-arbitrage in an otherwise friction-less market …

, contemporary stock market designs are prone to latency arbitrage. In turn, we propose a new order type, which allows traders to …-frequency traders, even if they operate at the speed of light, can no-longer engage in latency arbitrage. …

AMMs are modeled as treatments and run numerous times. We specifically analyze arbitrage agents, a trader-type who uses … markets. Since arbitrage agents have not been studied through simulations, we provide the first analysis of arbitrage activity …