Journal of Financial and Quantitative Analysis Vol. 30 No. 1 1995

Price Adjustment Delays and Arbitrage Costs: Evidence from the Behavior of Convertible Preferred Prices

Ji-Chai Lin¹; Michael S. Rozeff²

¹ Louisiana State University · ² University at Buffalo, State University of New York

Abstract

Ji-Chai Lin, Michael S. Rozeff, Price Adjustment Delays and Arbitrage Costs: Evidence from the Behavior of Convertible Preferred Prices, The Journal of Financial and Quantitative Analysis, Vol. 30, No. 1 (Mar., 1995), pp. 61-80

DOI

10.2307/2331253

Volume

30

Issue

1

Pages

61

Sources

crossref openalex

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