Concepedia

Arbitrage Constraints

Arbitrage Constraints is a theoretical construct in financial economics that identifies the institutional, regulatory, and market frictions limiting the ability of rational arbitrageurs to eliminate pricing inefficiencies in merger arbitrage transactions.

232

Publications

17.2K

Citations

376

Authors

275

Institutions

Publications per year

2017–2026

56

Parents

Publications

232

Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly

Jeffrey Wurgler, Brendan Bradley, Malcolm Baker · The Faculty Digital Archive (New York University) · 2010 · 821 citations · Full text

, , +16

Trading and arbitrage in cryptocurrency markets

Igor Makarov, Antoinette Schoar · Journal of Financial Economics · 2019 · 785 citations · Full text

, , +12

Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs

Owen Lamont, Richard H. Thaler · Journal of Political Economy · 2003 · 703 citations

, , +17

Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues

David Martin Jones · Journal of Banking & Finance · 2000 · 508 citations

, , +16

Limits of Arbitrage

Denis Gromb, Dimitri Vayanos · Annual Review of Financial Economics · 2010 · 502 citations

, , +17

1–5 of 232

Authors

376

  1. DV
    Dimitri Vayanos

    London School of Economics and Political Science, United Kingdom

    9 publications · 1.3K citations

    9

    h-index

  2. DG
    Denis Gromb

    National Bureau of Economic Research, United States

    7 publications · 1.2K citations

    7

    h-index

  3. AS
    António S. Mello

    University of Wisconsin–Madison, United States

    5 publications · 248 citations

    5

    h-index

  4. MB
    Malcolm Baker

    National Bureau of Economic Research, United States

    4 publications · 1.3K citations

    4

    h-index

  5. MA
    Mukarram Attari

    Charles River Associates, United States

    3 publications · 103 citations

    3

    h-index

1–5 of 376

Institutions

275

  1. National Bureau of Economic Research

    Cambridge, United States

    20 h-index

    33 publications

    7.7K citations

  2. Harvard University

    Cambridge, United States

    11 h-index

    12 publications

    1.4K citations

  3. London School of Economics and Political Science

    London, United Kingdom

    10 h-index

    13 publications

    2K citations

  4. New York University

    New York, United States

    8 h-index

    11 publications

    2.4K citations

  5. University of Chicago

    Chicago, United States

    8 h-index

    9 publications

    1.1K citations

  6. University of Pennsylvania

    Philadelphia, United States

    7 h-index

    8 publications

    473 citations

  7. Centre for Economic Policy Research

    London, United Kingdom

    7 h-index

    9 publications

    1.6K citations

  8. University of Wisconsin–Madison

    Madison, United States

    7 h-index

    9 publications

    694 citations

1–8 of 275

Venues

  1. SSRN Electronic Journal

    Repository · 42 publications · 1.7K citations

    24

    h-index

  2. Journal of Financial Economics

    12 publications · 2.7K citations

    12

    h-index

  3. Review of Financial Studies

    12 publications · 1.3K citations

    12

    h-index

  4. The Journal of Finance

    13 publications · 858 citations

    12

    h-index

  5. Journal of Banking & Finance

    10 publications · 960 citations

    10

    h-index

1–5