Short- and long-term demand curves for stocks: Theory and evidence on the dynamics of arbitrage

Journal of Financial Economics

Volumn 75, Issue 3, 2005, Pages 607-649

  Greenwood, Robin ^a  

^a HARVARD BUSINESS SCHOOL   (United States)

Author keywords

Demand curves; Event studies; Limits to arbitrage; Portfolio choice

Indexed keywords

EID: 13844277050     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.03.007     Document Type: Article

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