Multi-Market Trading and Arbitrage

By Louis Gagnon, G. Karolyi. 2010

277 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8505b9171e04fb3f996eef9b42da5a2e0bdc86d6

Citations in the corpus

• What Explains the Dynamics of 100 Anomalies (2015, unknown): “Greenwood and Hanson (2012)) in their corporate finance decisions (successfully).”
• Country-Specific Sentiment and Security Prices (2011, unknown): “21 As noted by Gagnon and Karolyi (2010), ADR discounts are small but can reach large extremes.”
• On the Scope and Drivers of the Asset Growth Effect (2011, unknown): “Similar arbitrage cost tests have been used by others to explore mispricing using other return effects (see Pontiff (1996) (closed-end funds), Ali, Hwang, and Trombley (2003) (value effect), Lesmond, Schill, and Zhou (2004), McLean (2010) (price momentum and reversal), and Gagnon and Karolyi (2010) ”