Can time difference deter arbitrage opportunities?

Lixian LIU, Timofei Bogomolov, Petko S. Kalev

    Research output: Contribution to journalArticle

    1 Citation (Scopus)
    Original languageEnglish
    Pages (from-to)79-94
    Number of pages16
    JournalJournal of Asset Management
    Volume14
    Issue number2
    DOIs
    Publication statusPublished - 2013

    Cite this

    LIU, Lixian ; Bogomolov, Timofei ; Kalev, Petko S. / Can time difference deter arbitrage opportunities?. In: Journal of Asset Management. 2013 ; Vol. 14, No. 2. pp. 79-94.
    @article{79243612444841258e173349a392896a,
    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",
    number = "2",

    }

    Can time difference deter arbitrage opportunities? / LIU, Lixian; Bogomolov, Timofei; Kalev, Petko S.

    In: Journal of Asset Management, Vol. 14, No. 2, 2013, p. 79-94.

    Research output: Contribution to journalArticle

    TY - JOUR

    T1 - Can time difference deter arbitrage opportunities?

    AU - LIU, Lixian

    AU - Bogomolov, Timofei

    AU - Kalev, Petko S.

    PY - 2013

    Y1 - 2013

    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

    VL - 14

    SP - 79

    EP - 94

    JO - Journal of Asset Management

    JF - Journal of Asset Management

    SN - 1470-8272

    IS - 2

    ER -