Can time difference deter arbitrage opportunities?

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Can time difference deter arbitrage opportunities?

The study examines the possibility of arbitrage profits among 40 cross-listed Asia-Pacific stocks traded both on their home exchanges and the New York Stock Exchange in the form of American Depositary Receipts without overlapping trading hours. We propose a statistical method categorizing the examin...

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Bibliographic Details
Main Authors:	Bogomolov, T., Liu, Li Xian, Kalev, P.
Format:	Journal Article
Published:	Palgrave Macmillan Journals 2013
Subjects:	Arbitrage American Depositary Receipt (ADR) Cross listing Pairs trading
Online Access:	http://hdl.handle.net/20.500.11937/16998

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