Dynamics of Arbitrage
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