Trading and arbitrage in cryptocurrency markets

Cryptocurrency markets exhibit periods of large, recurrent arbitrage opportunities across exchanges. These price deviations are much larger across than within countries, and smaller between cryptocurrencies, highlighting the importance of capital controls for the movement of arbitrage capital. Price...

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Bibliographic Details
Main Authors: Makarov, Igor, Schoar, Antoinette
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Elsevier BV 2021
Online Access:https://hdl.handle.net/1721.1/130495