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Limits to Arbitrage in Markets With Stochastic Settlement Latency · Study

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PreprintLimits to Arbitrage in Markets With Stochastic Settlement Latency

Nikolaus Hautsch2018

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Preprintgreen2018

Limits to Arbitrage in Markets With Stochastic Settlement Latency

Nikolaus Hautsch · Christoph Scheuch · Stefan Voigt

16 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Blockchain Technology Applications and Security FinTech, Crowdfunding, Digital Finance

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References

1952PORTFOLIO SELECTION*1990Noise Trader Risk in Financial Markets 1995The Limits of Arbitrage 1969Rules for Ordering Uncertain Prospects 2014High-Frequency Trading and Price Discovery 2018Trading and Arbitrage in Cryptocurrency Markets 2011Low-Latency Trading 1992Stochastic Dominance and Expected Utility: Survey and Analysis

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Details

Year2018

Typepreprint

Published2018-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.3302159

openalex_workW3047843569

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