The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Vdmv Lakshmi, Garima Sisodia, Anto Joseph, Aviral Kumar Tiwari
| Year of publication: |
2024
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| Authors: | Lakshmi, Vdmv ; Sisodia, Garima ; Joseph, Anto ; Tiwari, Aviral Kumar |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 3, p. 3007-3022
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| Subject: | arbitrage profits | bear market | bull market | COVID-19 crisis | liquidity shocks | volatility shocks | Volatilität | Volatility | Schock | Shock | Coronavirus | Liquidität | Liquidity | Arbitrage | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Konjunktur | Business cycle | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2818 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014635273