Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets
收藏NBER2012-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w18541
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资源简介：
Using the "firm" quotes obtained from the tick-by-tick EBS (electronic broking system that is a major trading platform for foreign exchanges) data, it is found that risk-free arbitrage opportunities--free lunch--do occur in the foreign exchange markets, but it typically last only a few seconds.
提供机构：
美国国家经济研究局创建时间：
2012-11-01
