The Limits of ArbitrageAndrei Shleifer, Robert W. Vishny1995-07-01articleThe Journal of Finance5,282 citationsbronzeNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceEconomic theories and modelsAbstract1.ccrLcpCitations in this libraryStored only when both papers are in the corpus — 5,282 citations exist upstream.References1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns1965The Behavior of Stock-Market Prices1976The arbitrage theory of capital asset pricing1990Noise Trader Risk in Financial Markets1987A Simple Model of Capital Market Equilibrium with Incomplete Information1994Contrarian Investment, Extrapolation, and Risk1992Liquidation Values and Debt Capacity: A Market Equilibrium ApproachCited by2006Investor Sentiment and the Cross‐Section of Stock Returns2008Market Liquidity and Funding Liquidityn.d.A model of investor sentiment /2020Integración de los mercados financieros Latinoamericanos por medio de MILA2000The information content of stock markets: why do emerging markets have synchronous stock price movements?2009Deciphering the Liquidity and Credit Crunch 2007–20081998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12009The price of sin: The effects of social norms on markets