FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2014281610> ?p ?o ?g. }

• W2014281610 endingPage "1754" @default.
• W2014281610 startingPage "1741" @default.
• W2014281610 abstract "This paper investigates the validity of the law of one price (LOP) in international financial markets by examining the frequency, size and duration of inter-market price differentials for borrowing and lending services (‘one-way arbitrage’). Using a unique data set for three major capital and foreign exchange markets that covers a period of more than seven months at tick frequency, we find that the LOP holds on average, but numerous economically significant violations of the LOP arise. The duration of these violations is high enough to make it worthwhile searching for one-way arbitrage opportunities in order to minimize borrowing costs and/or maximize earnings on given funds. We also document that such opportunities decline with the pace of the market and increase with market volatility." @default.
• W2014281610 created "2016-06-24" @default.
• W2014281610 creator A5055933334 @default.
• W2014281610 creator A5078007533 @default.
• W2014281610 creator A5079977387 @default.
• W2014281610 date "2009-10-01" @default.
• W2014281610 modified "2023-10-16" @default.
• W2014281610 title "Does the law of one price hold in international financial markets? Evidence from tick data" @default.
• W2014281610 cites W1964072989 @default.
• W2014281610 cites W1967217715 @default.
• W2014281610 cites W1988887069 @default.
• W2014281610 cites W2014880655 @default.
• W2014281610 cites W2030441490 @default.
• W2014281610 cites W2040427810 @default.
• W2014281610 cites W2054464016 @default.
• W2014281610 cites W2083100916 @default.
• W2014281610 cites W3122483514 @default.
• W2014281610 cites W3123402848 @default.
• W2014281610 cites W3123491874 @default.
• W2014281610 cites W3123826728 @default.
• W2014281610 cites W3124587253 @default.
• W2014281610 cites W3125664427 @default.
• W2014281610 cites W4242443036 @default.
• W2014281610 cites W4244077793 @default.
• W2014281610 cites W4244546206 @default.
• W2014281610 doi "https://doi.org/10.1016/j.jbankfin.2008.10.012" @default.
• W2014281610 hasPublicationYear "2009" @default.
• W2014281610 type Work @default.
• W2014281610 sameAs 2014281610 @default.
• W2014281610 citedByCount "48" @default.
• W2014281610 countsByYear W20142816102012 @default.
• W2014281610 countsByYear W20142816102013 @default.
• W2014281610 countsByYear W20142816102014 @default.
• W2014281610 countsByYear W20142816102015 @default.
• W2014281610 countsByYear W20142816102016 @default.
• W2014281610 countsByYear W20142816102017 @default.
• W2014281610 countsByYear W20142816102018 @default.
• W2014281610 countsByYear W20142816102019 @default.
• W2014281610 countsByYear W20142816102020 @default.
• W2014281610 countsByYear W20142816102021 @default.
• W2014281610 crossrefType "journal-article" @default.
• W2014281610 hasAuthorship W2014281610A5055933334 @default.
• W2014281610 hasAuthorship W2014281610A5078007533 @default.
• W2014281610 hasAuthorship W2014281610A5079977387 @default.
• W2014281610 hasBestOaLocation W20142816102 @default.
• W2014281610 hasConcept C10138342 @default.
• W2014281610 hasConcept C106159729 @default.
• W2014281610 hasConcept C112758219 @default.
• W2014281610 hasConcept C124952713 @default.
• W2014281610 hasConcept C13280743 @default.
• W2014281610 hasConcept C142362112 @default.
• W2014281610 hasConcept C143910263 @default.
• W2014281610 hasConcept C151730666 @default.
• W2014281610 hasConcept C160623529 @default.
• W2014281610 hasConcept C162324750 @default.
• W2014281610 hasConcept C162889289 @default.
• W2014281610 hasConcept C182306322 @default.
• W2014281610 hasConcept C19244329 @default.
• W2014281610 hasConcept C205649164 @default.
• W2014281610 hasConcept C2776988154 @default.
• W2014281610 hasConcept C2777526511 @default.
• W2014281610 hasConcept C2780299701 @default.
• W2014281610 hasConcept C2780762169 @default.
• W2014281610 hasConcept C2983132609 @default.
• W2014281610 hasConcept C33400823 @default.
• W2014281610 hasConcept C34881761 @default.
• W2014281610 hasConcept C536366893 @default.
• W2014281610 hasConcept C556758197 @default.
• W2014281610 hasConcept C79850504 @default.
• W2014281610 hasConcept C82843974 @default.
• W2014281610 hasConcept C86803240 @default.
• W2014281610 hasConcept C91602232 @default.
• W2014281610 hasConceptScore W2014281610C10138342 @default.
• W2014281610 hasConceptScore W2014281610C106159729 @default.
• W2014281610 hasConceptScore W2014281610C112758219 @default.
• W2014281610 hasConceptScore W2014281610C124952713 @default.
• W2014281610 hasConceptScore W2014281610C13280743 @default.
• W2014281610 hasConceptScore W2014281610C142362112 @default.
• W2014281610 hasConceptScore W2014281610C143910263 @default.
• W2014281610 hasConceptScore W2014281610C151730666 @default.
• W2014281610 hasConceptScore W2014281610C160623529 @default.
• W2014281610 hasConceptScore W2014281610C162324750 @default.
• W2014281610 hasConceptScore W2014281610C162889289 @default.
• W2014281610 hasConceptScore W2014281610C182306322 @default.
• W2014281610 hasConceptScore W2014281610C19244329 @default.
• W2014281610 hasConceptScore W2014281610C205649164 @default.
• W2014281610 hasConceptScore W2014281610C2776988154 @default.
• W2014281610 hasConceptScore W2014281610C2777526511 @default.
• W2014281610 hasConceptScore W2014281610C2780299701 @default.
• W2014281610 hasConceptScore W2014281610C2780762169 @default.
• W2014281610 hasConceptScore W2014281610C2983132609 @default.
• W2014281610 hasConceptScore W2014281610C33400823 @default.
• W2014281610 hasConceptScore W2014281610C34881761 @default.
• W2014281610 hasConceptScore W2014281610C536366893 @default.
• W2014281610 hasConceptScore W2014281610C556758197 @default.
• W2014281610 hasConceptScore W2014281610C79850504 @default.
• W2014281610 hasConceptScore W2014281610C82843974 @default.
• W2014281610 hasConceptScore W2014281610C86803240 @default.

• next