Can time difference deter arbitrage opportunities?

Lixian LIU, Timofei Bogomolov, Petko S. Kalev

Canberra Business School

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Original language	English
Pages (from-to)	79-94
Number of pages	16
Journal	Journal of Asset Management
Volume	14
Issue number	2
DOIs	https://doi.org/10.1057/jam.2013.7
Publication status	Published - 2013

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10.1057/jam.2013.7

Cite this

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title = "Can time difference deter arbitrage opportunities?",

keywords = "arbitrage, cross-listed stocks, American Depositary Receipts, non-overlapping, trading, law of one price",

author = "Lixian LIU and Timofei Bogomolov and Kalev, {Petko S.}",

year = "2013",

doi = "10.1057/jam.2013.7",

language = "English",

volume = "14",

pages = "79--94",

journal = "Journal of Asset Management",

issn = "1470-8272",

publisher = "Palgrave Macmillan",

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AU - LIU, Lixian

AU - Bogomolov, Timofei

AU - Kalev, Petko S.

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KW - arbitrage

KW - cross-listed stocks

KW - American Depositary Receipts

KW - non-overlapping

KW - trading

KW - law of one price

U2 - 10.1057/jam.2013.7

DO - 10.1057/jam.2013.7

M3 - Article

SN - 1470-8272

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SP - 79

EP - 94

JO - Journal of Asset Management

JF - Journal of Asset Management

IS - 2

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