Anomaly Discovery and Arbitrage Trading

Xi Dong; Qi Liu; Lei Lu; Bo Sun; Hongjun Yan

Anomaly Discovery and Arbitrage Trading

Xi Dong, Qi Liu, Lei Lu, Bo Sun, Hongjun Yan

Driehaus College of Business and Kellstadt Graduate School of Business

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Financial and Quantitative Analysis
State	Published - Sep 28 2018

Keywords

Anomaly
Arbitrage
Discovery
Arbitrageur-based asset pricing

Disciplines

Business

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Anomaly Discovery and Arbitrage TradingFinal published version, 510 KBLicense: Unspecified

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@article{29540542a5af40f89bfe8d45b7d8723e,

title = "Anomaly Discovery and Arbitrage Trading",

keywords = "Anomaly, Arbitrage, Discovery, Arbitrageur-based asset pricing",

author = "Xi Dong and Qi Liu and Lei Lu and Bo Sun and Hongjun Yan",

note = "Dong, Xi and Liu, Qi and Lu, Lei and Sun, Bo and Yan, Hongjun, Anomaly Discovery and Arbitrage Trading (September 28, 2018). Available at SSRN: https://ssrn.com/abstract=2431498 or http://dx.doi.org/10.2139/ssrn.2431498",

year = "2018",

month = sep,

day = "28",

language = "American English",

journal = "Journal of Financial and Quantitative Analysis",

}

TY - JOUR

T1 - Anomaly Discovery and Arbitrage Trading

AU - Dong, Xi

AU - Liu, Qi

AU - Lu, Lei

AU - Sun, Bo

AU - Yan, Hongjun

N1 - Dong, Xi and Liu, Qi and Lu, Lei and Sun, Bo and Yan, Hongjun, Anomaly Discovery and Arbitrage Trading (September 28, 2018). Available at SSRN: https://ssrn.com/abstract=2431498 or http://dx.doi.org/10.2139/ssrn.2431498

PY - 2018/9/28

Y1 - 2018/9/28

KW - Anomaly

KW - Arbitrage

KW - Discovery

KW - Arbitrageur-based asset pricing

UR - https://via.library.depaul.edu/buspubs/129

M3 - Article

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

ER -

Anomaly Discovery and Arbitrage Trading

Keywords

Disciplines

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