Stock-ADR arbitrage : microstructure risk
Year of publication: |
2019
|
---|---|
Authors: | Mitra, Sovan ; Chinthalapati, V. L. Raju ; Clark, Ephraim ; McGroarty, Frank |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 63.2019, p. 1-15
|
Subject: | Arbitrage | Marktmikrostruktur | Market microstructure | Risiko | Risk | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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