---
title: Market Conditions and Arbitrage Opportunities
url: https://www.ml-quant.com/papers/repec/wly-ijfiec-v-29-y-2024-i-3-p-3007-3022/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3007-3022
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Fijfe.2818%3Bh%3Drepec%3Awly%3Aijfiec%3Av%3A29%3Ay%3A2024%3Ai%3A3%3Ap%3A3007-3022
featured: 2024-07-10
citations: unknown
topic: Trading, Microstructure & Execution
---


# Market Conditions and Arbitrage Opportunities

The study looks at the impact of market conditions, volatility, and liquidity shocks on arbitrage profits during pre-COVID and COVID periods, indicating that high volatility and low liquidity make arbitrage unfeasible.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Fijfe.2818%3Bh%3Drepec%3Awly%3Aijfiec%3Av%3A29%3Ay%3A2024%3Ai%3A3%3Ap%3A3007-3022
- Identifier: RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3007-3022
- Released: 2024-07-10
- First featured: Quant Letter No. 56 (2024-07-10): https://www.ml-quant.com/issues/2024-07-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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