Limits of Arbitrage: The State of the TheoryDenis Gromb, Dimitri Vayanos2010-01-01preprintSSRN Electronic Journal124 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 124 citations exist upstream.References1992The Cross-Section of Expected Stock Returns1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency1985Does the Stock Market Overreact?1990Noise Trader Risk in Financial Markets1995The Limits of Arbitrage1997Credit Cycles2008Market Liquidity and Funding Liquidityn.d.A model of investor sentiment /Cited by2017Black swan events and safe havens: The role of gold in globally integrated emerging markets2013Broker-Dealer Risk Appetite and Commodity Returns2016Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets2017Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds2014Financial Market Dislocations2013Bubbles, Crises, and Heterogeneous Beliefs2015The Beauty Contest and Short‐Term Trading2015Dynamic Thin Markets