Dynamics of Arbitrage

Journal Articles
Finance
August 2020

Ederington L., Fernando, C., Holland, K., Linn, S., and T. Lee, 2021, “Dynamics of Arbitrage,” Journal of Financial and Quantitative Analysis 56(4), 1350-1380 https://www.cambridge.org/core/journals/journal-of-financial-and-quantitative-analysis/article/abs/dynamics-of-arbitrage/48EBCAA158FF72ED1F3FAC6CA6451D2C