The Limits of the Limits of Arbitrage
By Alon Brav, J. B. Heaton, Si Li. 2010
110 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/0545d6436088f49ca357a9105c65b997e15d2244
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Amit Goyal
- Ronnie Sadka
- Mohan Venkatachalam
- Tarun Chordia
- Gil Sadka
- Shivaram Rajgopal
- L. Shivakumar
- Bin Li
In Economics and Econometrics
- Amit Goyal
- Ronnie Sadka
- Tarun Chordia
- L. Shivakumar
- Bin Li
- Shivaram Rajgopal
- Gil Sadka
- Mohan Venkatachalam
In Finance
- Amit Goyal
- Tarun Chordia
- Ronnie Sadka
- Gil Sadka
- L. Shivakumar
- Shivaram Rajgopal
- Mohan Venkatachalam
- Bin Li
Citations in the corpus
- R2 and Idiosyncratic Risk are not Interchangeable (2014, background): “…as a proxy for barriers to arbitrage (e.g., Wurgler and Zhuravskaya 2002; Ali, Hwang, and Trombley 2003; Mendenhall 2004; Mashruwala et al. 2006; Pontiff 2006; Pincus, Rajgopal, and Venkatachalam 2007; Cohen, Dey, Lys, and Sunder 2007; Brav, Heaton, and Li 2010; Hirshleifer, Teoh, and Yu 2011).”
- Liquidity and the Post-Earnings-Announcement Drift (2009, background): “Brav and Heaton (2006) showed that the poor returns for small growth stocks occur in less than 1 percent of the market value of the CRSP universe of U.”