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Synchronization risk and delayed arbitrage

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  • Abreu, Dilip
  • Brunnermeier, Markus K.

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  • Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360.
  • Handle: RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:341-360
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    8. Dow, James & Gorton, Gary, 1994. "Arbitrage Chains," Journal of Finance, American Finance Association, vol. 49(3), pages 819-849, July.
    9. Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje, 2002. "Securities lending, shorting, and pricing," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 307-339.
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