Limited Arbitrage, Segmentation, and Investor Heterogeneity: Why the Law of One Price So Often Fails
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Cited by:
- Gann, Philipp, 2009. "Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse," Discussion Papers in Business Administration 10582, University of Munich, Munich School of Management.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2004-04-11 (Financial Markets)
- NEP-IFN-2004-04-11 (International Finance)
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