Attari is at Charles River Associates, Mello and Ruckes are at the School of Business, University of Wisconsin-Madison. We thank Markus Brunnermeier, Dimitri Vayanos, participants at the Yale-Nasdaq-JFM Market Microstructure Conference, the 2003 European Finance Association Meeting, the 2004 Econometric Society Winter Meeting, and seminar participants at the University of Chicago, McGill University, the University of Minnesota-Twin Cities, New York University, Tulane University, and the University of Wisconsin-Madison for helpful comments.
Version of Record online: 16 SEP 2005
© 2005 the American Finance Association
The Journal of Finance
Volume 60, Issue 5, pages 2471–2511, October 2005
How to Cite
ATTARI, M., MELLO, A. S. and RUCKES, M. E. (2005), Arbitraging Arbitrageurs. The Journal of Finance, 60: 2471–2511. doi: 10.1111/j.1540-6261.2005.00805.x
- Issue online: 16 SEP 2005
- Version of Record online: 16 SEP 2005
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