RANDOM WALKS, RISK AND ARBITRAGE

Peter Joakim Westerholm

Chapter 8 in Lecture Notes in Market Microstructure and Trading, 2019, pp 131-140 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:A. Market Efficiency and Random WalksB. RiskC. ArbitrageD. Limits to Arbitrage

Keywords: Trading; Securities Markets; Priced Discovery; Liquidity; Microstructure; Investments (search for similar items in EconPapers)
JEL-codes: F10 (search for similar items in EconPapers)
Date: 2019
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