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SSRNTrading, Microstructure & Execution

Retail vs Secondary Market Arbitrage

The study explores the link between product features and arbitrage returns in retail and secondary markets, creating a model to predict arbitrage return at product launch.

Featured in No. 9 on 26 Jul 2023 · on release day

Released
26 Jul 2023
First featured
No. 9 · 26 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4521147

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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