Arbitrage Crashes: Slow-Moving Capital or Market Segmentation?

Keywords

Arbitrage, Market segmentation, Limits to arbitrage, Economics, Financial economics

References

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Cited by

• Liquidity and Dealer Activity in the UK Gilt Market During the Financial CrisisEvangelos Benos, Filip Žikeš — 2014
• Liquidity Determinants in the UK Gilt MarketEvangelos Benos, Filip Žikeš — 2016
• Liquidity and Price Pressure in the Corporate Bond Market: Evidence from Mega-BondsJean Helwege, Liying Wang — 2019
• Relative value in corporate bond sectorsFei Leng, Gregory Noronha — 2019
• Nonlinear limits to arbitrageJingzhi Chen, Charlie X. Cai, Robert W. Faff — 2022
• Shareholders as Creditors of First ResortAndriy Bodnaruk, Marco Rossi — 2017
• Liquidity and price pressure in the corporate bond market: evidence from mega-bondsJean Helwege, Liying Wang — 2021

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