Journal of Financial Markets
Vol. 51
2020
Self-fulfilling arbitrages necessitate crash risk
Dong‐Hyun
Ahn1;
Soohun
Kim2;
Kyoungwon
Seo1,3
1 Seoul National University · 2 Georgia Institute of Technology · 3 Korea Institute of Finance
- DOI
- 10.1016/j.finmar.2020.100547
- Volume
- 51
- Pages
- 100547
- Language
- en
- Sources
-
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