Concepedia

Intermarket Arbitrage

Intermarket Arbitrage is a commodity arbitrage strategy that involves the simultaneous purchase and sale of a commodity in two different but related markets to exploit price discrepancies arising from inefficiencies in price convergence across those markets.

49

Publications

3.9K

Citations

92

Authors

68

Institutions

Publications per year

2017–2026

14

Parents

Publications

49

Performance measurement with the arbitrage pricing theory

Gregory Connor, Robert A. Korajczyk · Journal of Financial Economics · 1986 · 738 citations

, , +14

The Nature and Persistence of Buyback Anomalies

Urs Peyer, Theo Vermaelen · Review of Financial Studies · 2008 · 339 citations

, , +16

Market Integration, Efficiency of Arbitrage, and Imperfect Competition: Methodology and Application to U.S. Celery

Richard J. Sexton, Catherine L. Kling, Hoy F. Carman · American Journal of Agricultural Economics · 1991 · 310 citations · Full text

, , +15

The Nature and Persistence of Buyback Anomalies

Urs Peyer, Theo Vermaelen · SSRN Electronic Journal · 2005 · 241 citations · Full text

, , +16

[Abstracts of Conference Papers]

Journal of Financial and Quantitative Analysis · 1977 · 239 citations

, , +17

1–5 of 49

Authors

92

  1. MM
    Mark M. Westerfield

    University of Washington, United States

    3 publications · 201 citations

    3

    h-index

  2. DP
    Dimitris Papanikolaou

    National Bureau of Economic Research, United States

    3 publications · 201 citations

    3

    h-index

  3. AA
    Andrew Ang

    BlackRock (United States), United States

    3 publications · 201 citations

    3

    h-index

  4. PK
    Praveen Kumar

    University of Houston, United States

    2 publications · 180 citations

    2

    h-index

  5. GV
    Ganesh Viswanath-Natraj

    University of Warwick, United Kingdom

    2 publications · 164 citations

    2

    h-index

1–5 of 92

Institutions

68

  1. National Bureau of Economic Research

    Cambridge, United States

    4 h-index

    5 publications

    373 citations

  2. London School of Economics and Political Science

    London, United Kingdom

    3 h-index

    3 publications

    54 citations

  3. University of Washington

    Seattle, United States

    3 h-index

    3 publications

    201 citations

  4. Columbia University

    New York, United States

    3 h-index

    3 publications

    233 citations

  5. Northwestern University

    Evanston, United States

    2 h-index

    3 publications

    1.6K citations

  6. University of Warwick

    Coventry, United Kingdom

    2 h-index

    2 publications

    164 citations

  7. University of Virginia

    Charlottesville, United States

    2 h-index

    2 publications

    29 citations

  8. University of Chicago

    Chicago, United States

    2 h-index

    2 publications

    152 citations

1–8 of 68

Venues

  1. SSRN Electronic Journal

    Repository · 7 publications · 363 citations

    7

    h-index

  2. Journal of Futures Markets

    4 publications · 113 citations

    4

    h-index

  3. 2

    h-index

  4. Financial Analysts Journal

    FAJ · 2 publications · 92 citations

    2

    h-index

  5. Review of Financial Studies

    2 publications · 423 citations

    2

    h-index

1–5