Arbitrage Opportunities: Anatomy and Remediation
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Cited by:
- Neugebauer, Tibor & Shachat, Jason & Szymczak, Wiebke, 2023.
"A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets,"
Journal of Banking & Finance, Elsevier, vol. 154(C).
- Tibor Neugebauer & Jason Shachat & Wiebke Szymczak, 2020. "A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets," Working Papers 20-14, Chapman University, Economic Science Institute.
- Angerer, Martin & Neugebauer, Tibor & Shachat, Jason, 2023.
"Arbitrage bots in experimental asset markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 206(C), pages 262-278.
- Angerer, Martin & Neugebauer, Tibor & Shachat, Jason, 2019. "Arbitrage bots in experimental asset markets," MPRA Paper 96224, University Library of Munich, Germany.
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More about this item
Keywords
Limits of arbitrage; Experimental asset markets; Market capitilization;All these keywords.
JEL classification:
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EXP-2018-07-23 (Experimental Economics)
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