RePEcTrading, Microstructure & Execution
Market Conditions and Arbitrage Opportunities
The study looks at the impact of market conditions, volatility, and liquidity shocks on arbitrage profits during pre-COVID and COVID periods, indicating that high volatility and low liquidity make arbitrage unfeasible.
Featured in No. 56 on 10 Jul 2024 · on release day
- Released
- 10 Jul 2024
- First featured
- No. 56 · 10 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 23
- Identifier
- RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3007-3022
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).