Synchronization risk and delayed arbitrage

Journal of Financial Economics

Volumn 66, Issue 2-3, 2002, Pages 341-360

  Abreu, Dilip ^a   Brunnermeier, Markus K ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Behavioral finance; Efficient markets hypothesis; Limits to arbitrage; Market timing; Synchronization risk

Indexed keywords

EID: 0003271002     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(02)00227-1     Document Type: Article

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