Arbitrage

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References

  • Harrison, J. Michael, and David M. Kreps. "Martingales and Arbitrage in Multiperiod Securities Markets." Journal of Economic Theory 20.3 (1979): 381-408. Print.
  • Lehmann, Bruce N., and David M. Modest. "The Empirical Foundations of the Arbitrage Pricing Theory." The Journal of Financial Economics 21.2 (1988): 213-54. Print.
  • Richardson, J. David. "Some Empirical Evidence on Commodity Arbitrage and the Law of One Price." The Journal of International Economics 8.2 (1978): 341-51. Print.
  • Roll, Richard, and Stephen A. Ross. "An Empirical Investigation of the Arbitrage Pricing Theory." The Journal of Finance 35.5 (1980): 1073-103. Print.
  • Shleifer, Andrei, and Robert W. Vishny. "The Limits of Arbitrage." The Journal of Finance 52.1 (1997): 33-35. Print.
  • Wurgler, Jeffrey, and Ekaterina Zhuravskaya. "Does Arbitrage Flatten Demand Curves for Stocks?" The Journal of Business 75.4 (2002): 583-608. Print.