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Short-run arbitrage in crisis markets-experimental evidence
Doron Sonsino
,
T. A.L. Shavit
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peer-review
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Keyphrases
Stock Prices
100%
Arbitrage
100%
Self-confidence
100%
Stock Selection
100%
Four-factor Model
100%
Risk-adjusted Returns
100%
Arbitrageurs
100%
Overconfidence
100%
Arbitrage Portfolios
100%
Time Series Estimation
100%
Premia
100%
Typical Patterns
100%
Economics, Econometrics and Finance
Time Series
100%
Stock Price
100%
Arbitrage
100%
Investors
100%
Factor Model
100%
Social Sciences
Time Series
100%
Investors
100%
Stock Price
100%
Factor Model
100%
Psychology
Overconfidence
100%