Arbitrage Detection is a computational method in algorithmic trading that identifies price discrepancies of identical or equivalent financial instruments across different markets or forms to exploit risk-free profit opportunities.
42
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2.9K
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84
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67
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Publications per year
2017–2026
16
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Publications
42
1–5 of 42
Authors
84
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3
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3
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3
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3
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1–5 of 84
Institutions
67
University of Essex
Colchester, United Kingdom
4 h-index
8 publications
197 citations
University of Oxford
Oxford, United Kingdom
2 h-index
5 publications
85 citations
Norges Bank
Oslo, Norway
2 h-index
2 publications
541 citations
Radboud University Nijmegen
Nijmegen, The Netherlands
2 h-index
2 publications
53 citations
Wuhan University
Wuhan, China
2 h-index
2 publications
42 citations
University of Zurich
Zurich, Switzerland
2 h-index
3 publications
89 citations
Friedrich-Alexander-Universität Erlangen-Nürnberg
Erlangen, Germany
2 h-index
3 publications
117 citations
Mansfield University
Mansfield, United States
1 h-index
1 publications
14 citations
1–8 of 67
Venues
- SSRN Electronic Journal
Repository · 3 publications · 203 citations
3
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- Journal of Financial Markets
2 publications · 62 citations
2
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- Journal of Banking & Finance
2 publications · 42 citations
2
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- Journal of International Economics
2 publications · 669 citations
2
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- Applied Economics
1 publications · 59 citations
1
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1–5