Concepedia

Arbitrage Effects

Arbitrage Effects is an economic mechanism in the context of commodity price transmission that refers to the process by which price discrepancies across markets are eliminated through the simultaneous buying and selling of a commodity, thereby enforcing the law of one price and ensuring market integration.

250

Publications

15.3K

Citations

472

Authors

295

Institutions

Publications per year

2017–2026

52

Parents

Publications

250

Option Pricing and Replication with Transactions Costs

Hayne E. Leland · The Journal of Finance · 1985 · 837 citations

, , +16

Trading and arbitrage in cryptocurrency markets

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

, , +12

Trade Liberalization and Regional Dynamics

Rafael Dix-Carneiro, Brian K. Kovak · American Economic Review · 2017 · 645 citations

, , +17

Arbitrage risk and the book-to-market anomaly

Ashiq Ali, Lee-Seok Hwang, Mark A. Trombley · Journal of Financial Economics · 2003 · 504 citations

, , +17

Economics of electric energy storage for energy arbitrage and regulation in New York

Rahul Walawalkar, Jay Apt, Rick Mancini · Energy Policy · 2006 · 486 citations

, , +16

1–5 of 250

Authors

472

  1. BK
    Brian K. Kovak

    Carnegie Mellon University, United States

    3 publications · 704 citations

    3

    h-index

  2. JA
    Jacob A. Frenkel

    National Bureau of Economic Research, United States

    3 publications · 373 citations

    3

    h-index

  3. RD
    Rafael Dix-Carneiro

    Duke University, United States

    3 publications · 704 citations

    3

    h-index

  4. MM
    Michele Manna

    Bank of Italy, Italy

    3 publications · 192 citations

    3

    h-index

  5. YD
    Ying Duan

    Simon Fraser University, Canada

    3 publications · 96 citations

    3

    h-index

1–5 of 472

Institutions

295

  1. Swiss Finance Institute

    Zurich, Switzerland

    7 h-index

    9 publications

    141 citations

  2. University of Virginia

    Charlottesville, United States

    6 h-index

    8 publications

    411 citations

  3. University of Washington

    Seattle, United States

    5 h-index

    9 publications

    890 citations

  4. Carnegie Mellon University

    Pittsburgh, United States

    5 h-index

    6 publications

    1.9K citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    5 publications

    361 citations

  6. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    7 publications

    455 citations

  7. ETH Zurich

    Zurich, Switzerland

    4 h-index

    6 publications

    119 citations

  8. London School of Economics and Political Science

    London, United Kingdom

    4 h-index

    5 publications

    875 citations

1–8 of 295

Venues

  1. SSRN Electronic Journal

    Repository · 43 publications · 1.5K citations

    23

    h-index

  2. The Energy Journal

    5 publications · 399 citations

    5

    h-index

  3. Financial Analysts Journal

    FAJ · 5 publications · 291 citations

    5

    h-index

  4. Journal of Financial Economics

    5 publications · 1.6K citations

    5

    h-index

  5. Journal of Futures Markets

    5 publications · 110 citations

    5

    h-index

1–5