Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Market Microstructure and High Frequency Data, Chicago, Vereinigte Staaten/USA, 02.05.-04.05.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Limits to Arbitrage in Markets with Stochastic Settlement Latency |
Event | Market Microstructure and High Frequency Data |
Year | 2019 |
Date | 02.05.-04.05. |
Country | United States/USA |
Location | Chicago |
URL | https://stevanovichcenter.uchicago.edu/market-microstructure-and-high-frequency-data-2019/ |
Associations
- People
- Hautsch, Nikolaus (Details)
- Scheuch, Christoph (Former researcher)
- Voigt, Stefan (Former researcher)
- Organization
- Institute for Financial Research IN (Details)