SHORT-RUN ARBITRAGE IN CRISIS MARKETS — EXPERIMENTAL EVIDENCE
Year of publication: |
2014
|
---|---|
Authors: | SONSINO, DORON ; SHAVIT, TAL |
Published in: |
Annals of Financial Economics (AFE). - World Scientific Publishing Co. Pte. Ltd., ISSN 2010-4960. - Vol. 09.2014, 01, p. 1450002-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Experimental arbitrage | sub-prime crisis | overconfidence | four-factor model |
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