SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Julien Hugonnier, Rodolfo Prieto, Asset pricing with arbitrage activity, Journal of Financial Economics, 2015, 115, 2, 411

    CrossRef

  2. 2
    Yaoting Lei, Jing Xu, Costly arbitrage through pairs trading, Journal of Economic Dynamics and Control, 2015, 56, 1

    CrossRef

  3. 3
    J. E. Kondo, D. Papanikolaou, Financial Relationships and the Limits to Arbitrage, Review of Finance, 2015,

    CrossRef

  4. 4
    Ji Yeol Jimmy Oh, Ambiguity aversion, funding liquidity, and liquidation dynamics, Journal of Financial Markets, 2014, 18, 49

    CrossRef

  5. 5
    ALAIN P. CHABOUD, BENJAMIN CHIQUOINE, ERIK HJALMARSSON, CLARA VEGA, Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market, The Journal of Finance, 2014, 69, 5
  6. 6
    Antonio E. Bernardo, Ivo Welch, Leverage and preemptive selling of financial institutions, Journal of Financial Intermediation, 2013, 22, 2, 123

    CrossRef

  7. 7
    Hamad Alsayed, Frank McGroarty, Optimal portfolio selection in nonlinear arbitrage spreads, The European Journal of Finance, 2013, 19, 3, 206

    CrossRef

  8. 8
    Babatunde Buraimo, David Peel, Rob Simmons, Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions, International Journal of Financial Studies, 2013, 1, 4, 168

    CrossRef

  9. 9
    Markus K. Brunnermeier, Martin Oehmke, 2013,

    CrossRef

  10. 10
    Dimitri Vayanos, Jiang Wang, 2013,

    CrossRef

  11. 11
    Hamad Alsayed, Frank McGroarty, Arbitrage and the Law of One Price in the market for American depository receipts, Journal of International Financial Markets, Institutions and Money, 2012, 22, 5, 1258

    CrossRef

  12. 12
    Roman Kozhan, Wing Wah Tham, Execution Risk in High-Frequency Arbitrage, Management Science, 2012, 58, 11, 2131

    CrossRef

  13. 13
    Nikunj Kapadia, Xiaoling Pu, Limited arbitrage between equity and credit markets, Journal of Financial Economics, 2012, 105, 3, 542

    CrossRef

  14. 14
    Ricardo Lagos, Guillaume Rocheteau, Pierre-Olivier Weill, Crises and liquidity in over-the-counter markets, Journal of Economic Theory, 2011, 146, 6, 2169

    CrossRef

  15. 15
    D. W. Diamond, R. G. Rajan, Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes, The Quarterly Journal of Economics, 2011, 126, 2, 557

    CrossRef

  16. 16
    Charlie X. Cai, Paul B. McGuinness, Qi Zhang, The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares, Journal of Banking & Finance, 2011, 35, 8, 2123

    CrossRef

  17. 17
    Denis Gromb, Dimitri Vayanos, A MODEL OF FINANCIAL MARKET LIQUIDITY BASED ON INTERMEDIARY CAPITAL, Journal of the European Economic Association, 2010, 8, 2-3
  18. 18
    Denis Gromb, Dimitri Vayanos, Limits of Arbitrage, Annual Review of Financial Economics, 2010, 2, 1, 251

    CrossRef

  19. 19
    Introduction to Securitisation and Asset-Backed Securities,