Gagnon, Louis (contributor); Karolyi, G. Andrew (contributor) - 2003 - [Elektronische Ressource]
Louis Gagnon
*
G. Andrew Karolyi
**
Multi-Market Trading and Arbitrage
Abstract
This …-specific
attributes that reflect institutional barriers to arbitrage, are also influenced by a number of factors that
relate to … informational barriers that can limit arbitrage activities. Finally, we show that the excess
comovements are strongly related to …