Limits to arbitrage in markets with stochastic settlement latency
Year of publication: |
2018
|
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Authors: | Hautsch, Nikolaus ; Scheuch, Christoph ; Voigt, Stefan |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Arbitrage | Settlement Latency | Distributed Ledger | Blockchain |
Series: | CFS Working Paper Series ; 616 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1043477179 [GVK] hdl:10419/190979 [Handle] RePEc:zbw:cfswop:616 [RePEc] |
Classification: | G00 - Financial Economics. General ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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