Browsing Norges Banks publikasjonsserier / Norges Bank publication series by Subject "one-way arbitrage"
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Does the Law of One Price Hold in International Financial Markets? Evidence from Tick Data
(Working Papers;19/2008, Working paper, 2008)This paper investigates the validity of the law of one price (LOP) in international financial markets by examining the frequency, size and duration of inter-market price differentials for borrowing and lending services ...