Fast and slow arbitrage : fund flows and mispricing in the frequency domain

Joël Peress, Xi Dong and Namho Kang

Year of publication:	31 August 2020
Authors:	Peress, Joël ; Xi, Dong ; Kang, Namho
Publisher:	London : Centre for Economic Policy Research
Subject:	pricing anomalies \| market efficiency \| return persistence and cyclicality/seasonality \| mutual funds \| hedge funds \| slow-moving capital \| transaction costs \| limits to arbitrage \| spectral analysis \| Investmentfonds \| Investment Fund \| Hedgefonds \| Hedge fund \| Transaktionskosten \| Transaction costs \| Arbitrage \| Kapitaleinkommen \| Capital income \| Effizienzmarkthypothese \| Efficient market hypothesis \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory

Online Resource

Check full text access |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012300568

A service of the