Quotation 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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Publication's profile

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