Inter-exchange Arbitrage

Inter-Exchange Arbitrage is a form of commodity arbitrage that involves the simultaneous purchase and sale of a commodity on different exchanges to exploit price discrepancies between those markets.

11

Publications

244

Citations

23

Authors

25

Institutions

Publications per year

2017–2026

3

Variants

Cross-exchange Arbitrage

Authors

23

  1. AC
    Alessandra Cretarola

    University of Perugia, Italy

    1 publications · 18 citations

    1

    h-index

  2. SB
    Stefano Bistarelli

    University of Perugia, Italy

    1 publications · 18 citations

    1

    h-index

  3. SW
    Shang‐Jin Wei

    National Bureau of Economic Research, United States

    1 publications · 14 citations

    1

    h-index

  4. NH
    Nikolaus Hautsch

    University of Vienna, Austria

    1 publications · 29 citations

    1

    h-index

  5. MC
    Miltiades Chacholiades

    1 publications · 12 citations

    1

    h-index

1–5 of 23

Venues

  1. Journal of Futures Markets

    1 publications · 16 citations

    1

    h-index

  2. European Finance Review

    1 publications · 29 citations

    1

    h-index

  3. JOURNAL OF INTERNATIONAL STUDIES

    1 publications · 15 citations

    1

    h-index

  4. Digital Finance

    1 publications · 18 citations

    1

    h-index

  5. Pacific Economic Review

    1 publications · 83 citations

    1

    h-index

1–5