SSRNTrading, Microstructure & Execution
Segmented Market Strategic Arbitrage
The article suggests a model where arbitrageurs selectively enter markets with entry costs, with evidence showing that not all arbitrage opportunities are pursued.
Featured in No. 23 on 25 Oct 2023 ·
- Released
- 11 Dec 2022
- First featured
- No. 23 · 25 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4610554
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