Multi-market trading and arbitrage

Journal of Financial Economics

Volumn 97, Issue 1, 2010, Pages 53-80

  Gagnon, Louis ^a   Andrew Karolyi, G ^b  

^a QUEEN S UNIVERSITY   (Canada)

^b SAS Institute Inc   (United States)

Author keywords

Cross listed stocks; Idiosyncratic risk; Limits to arbitrage; Multi market trading

Indexed keywords

EID: 77952674013     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.03.005     Document Type: Article

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