theory, as well as accounting literature, we find evidence of greater idiosyncratic influences in the pricing of Asia's stock …

For the first time in the Turkish stock market, the width of the zero arbitrage band for BIST 30 stock index arbitrage … costs. This study also extends the literature of stock index arbitrage by utilizing intraday data to compute returns for … forward and reverse BIST 30 arbitrage once per minute for 2014 and 2015 futures contracts. These returns enable identification …

We explore latency arbitrage activities with a new arbitrage strategy that we test with high-frequency data during the … first six months of 2019. We study the profitability of mean-reverting arbitrage activities of 74 cross-listed stocks … involving three exchanges in Canada and the United States. Our arbitrage strategy is a hybrid between triangular arbitrage and …

discovery following increases in the acquisition costs of exchange's data feeds, in line with the theory. Our results indicate …

Market efficiency is measured by arbitrage proximity. The magnitude of probability distortion necessary to remove drift …