Price manipulation and quasi-arbitrage

Econometrica

Volumn 72, Issue 4, 2004, Pages 1247-1275

  Huberman, Gur ^a   Stanzl, Werner ^b  

^a The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

^b Ziff Brothers Investments   (United States)

Author keywords

Arbitrage; Gain loss ratio; Market microstructure; Market viability; Price impact

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; FUNCTIONS; MARKETING; MATHEMATICAL MODELS; OPTIMIZATION; STRATEGIC PLANNING;

GAIN LOSS RATIO; MARKET MICROSTRUCTURES; MARKET VIABILITY; PRICE IMPACTS;

ECONOMICS;

EID: 3142697908     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2004.00531.x     Document Type: Article

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