Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets ∗ Loriana Pelizzon Marti G Subrahmanyam

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Date: 2014-11-17 10:08:52 Economics Market liquidity Liquidity risk Futures contract Bid–offer spread High-frequency trading Algorithmic trading Arbitrage Foreign exchange market Financial markets Financial economics Finance		Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets ∗ Loriana Pelizzon Marti G Subrahmanyam Add to Reading List Source URL: www.greta.it Download Document from Source Website File Size: 617,89 KB Share Document on Facebook

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