Back to Search Start Over

Financially constrained arbitrage in illiquid markets

Authors :
Attari, Mukarram
Mello, Antonio S.
Source :
Journal of Economic Dynamics & Control. Dec, 2006, Vol. 30 Issue 12, p2793, 30 p.
Publication Year :
2006

Abstract

A study on the financial limitations on attaining arbitrage profits in a market with no liquidity is presented.

Details

Language :
English
ISSN :
01651889
Volume :
30
Issue :
12
Database :
Gale General OneFile
Journal :
Journal of Economic Dynamics & Control
Publication Type :
Academic Journal
Accession number :
edsgcl.153658197