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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Detalles Bibliográficos
Main Authors: Makarov, Igor, Schoar, Antoinette
Outros autores: Sloan School of Management
Formato: Artigo
Idioma:English
Publicado: Elsevier BV 2021
Acceso en liña:https://hdl.handle.net/1721.1/130495