The race to exploit anomalies and the cost of slow trading

Keyphrases

• Arbitrage Capital 100%
• Trade Volume 50%
• Underpricing 50%
• Volume Effect 50%
• Duration of Effect 50%
• Limits-to-arbitrage 50%
• Contrarian Effect 50%
• Sample Return 50%
• General Decay 50%
• Arbitrage Costs 50%
• Long-lasting Effect 50%

Economics, Econometrics and Finance

• Arbitrage 100%