When index dissemination goes wrong: How fast can traders add and multiply?
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- Varma, Jayanth R., 2010. "When index dissemination goes wrong: How fast can traders add and multiply?," IIMA Working Papers WP2010-08-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
References listed on IDEAS
- Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360.
- Fabian Muniesa & Yuval Millo & Michel Callon, 2007. "An introduction to market devices," Post-Print halshs-00177928, HAL.
More about this item
Keywordsstock index; software; finance; Tversky and Kahneman; discovery; markets;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-11 (All new papers)
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