Does uncertainty affect the limits of arbitrage? : evidence from the U.S. stock markets
Weihua Chen, Rogemar Mamon, Heng Xiong, Pingping Zeng
| Year of publication: |
2024
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| Authors: | Chen, Weihua ; Mamon, Rogemar ; Xiong, Heng ; Zeng, Pingping |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 74.2024, Art.-No. 102221, p. 1-19
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| Subject: | Uncertainty | Mispricing | Arbitrage process | Trader risk | Investor sentiment | Risiko | Risk | Arbitrage | USA | United States | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102221 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015134971