Margin-based asset pricing and deviations from the law of one price

Review of Financial Studies

Volumn 24, Issue 6, 2011, Pages 1980-2022

  Gârleanu, Nicolae ^a,b,c   Pedersen, Lasse Heje ^b,c,d,e  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c CEPR ^*  (United States)

^d NEW YORK UNIVERSITY   (United States)

^e AQR Capital Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79955554018     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhr027     Document Type: Article

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