SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Limits to Arbitrage in Markets With Stochastic Settlement Latency
16 references·0 citing·39 second hop
Limits to Arbitrage in Markets With Stochastic Settlement Latency (2018)Limits to Arbitrage in Markets With Stoch…Trading and Arbitrage in Cryptocurrency Markets (2018)Trading and Arbitrage in Cryp…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Blockchain-Based Settlement for Asset Trading (2018)Blockchain-Based Settlement f…High-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…Low-Latency Trading (2011)Low-Latency TradingLimits of Arbitrage (2010)Limits of ArbitrageA New Method of Estimating Risk Aversion (2006)A New Method of Estimating Ri…Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Can the Market Add and Subtra…Costly Arbitrage: Evidence from Closed-End Funds (1996)Costly Arbitrage: Evidence fr…The Limits of Arbitrage (1995)The Limits of ArbitrageStochastic Dominance and Expected Utility: Survey and Analysis (1992)Stochastic Dominance and Expe…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…On The Direction of Preference for Moments of Higher Order Than The Variance (1980)On The Direction of Preferenc…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …RISK AND THE REQUIRED RETURN ON EQUITY (1967)RISK AND THE REQUIRED RETURN …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data (1996)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)A model of investor sentiment / (1997)Market Liquidity and Funding Liquidity (2008)Prospect theory: An analysis of decision under risk (1988)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Dual Stochastic Dominance and Related Mean-Risk Models (2002)On the Impossibility of Informationally Efficient Markets (1980)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)Stock Market Manipulations* (2006)The Twilight Zone: OTC Regulatory Regimes and Market Quality (2013)Can We Predict the Winner in a Market with Network Effects? Competition in Cryptocurrency Market (2016)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)Risks and Returns of Cryptocurrency (2018)Common Risk Factors in Cryptocurrency (2019)Cryptocurrency trading: a comprehensive survey (2022)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1952PORTFOLIO SELECTION*18,429 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 2014High-Frequency Trading and Price Discovery1,185 cited
  • 2018Trading and Arbitrage in Cryptocurrency Markets977 cited
  • 2011Low-Latency Trading883 cited
  • 1992Stochastic Dominance and Expected Utility: Survey and Analysis843 cited
  • 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
  • 2018Price manipulation in the Bitcoin ecosystem783 cited
  • 1980On The Direction of Preference for Moments of Higher Order Than The Variance737 cited
  • 2006A New Method of Estimating Risk Aversion700 cited
  • 2003Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs698 cited
  • 1967RISK AND THE REQUIRED RETURN ON EQUITY666 cited
  • 2010Limits of Arbitrage535 cited
  • 2018Blockchain-Based Settlement for Asset Trading332 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work