SSRNTrading, Microstructure & Execution
Do Limits to Arbitrage Explain Portfolio Gains from Asset Mispricing?
The study suggests that portfolios can use asset mispricing to increase efficiency, particularly during high-sentiment periods.
Featured in No. 41 on 20 Mar 2024 · 5 days after release · 0 citations today
- Released
- 15 Mar 2024
- First featured
- No. 41 · 20 Mar 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 8
- Identifier
- SSRN 4760599
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).