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 |
|---|---|
| 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 (Former researcher)
- Scheuch, Christoph (Former researcher)
- Voigt, Stefan (Former researcher)
- Organization
- Institute for Financial Research IN (Details)