SSRNTrading, Microstructure & Execution
The Statistical Limit of Arbitrage
The paper examines the effect of statistical learning on arbitrage pricing, revealing that estimation errors can limit arbitrageurs from fully capitalizing on pricing errors.
Featured in No. 70 on 17 Oct 2024 · 4 days after release
- Released
- 13 Oct 2024
- First featured
- No. 70 · 17 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4986807
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