Large traders, hidden arbitrage, and complete markets

B-Tier

Journal: Journal of Banking & Finance

Year: 2005

Volume: 29

Issue: 11

Pages: 2803-2820

Authors (2)

Jarrow, Robert (Cornell University) Protter, Philip (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count