Search
Results: 2
Navigating the factor zoo around the world
Abstract The literature on cross-sectional stock return predictability has documented over 450 factors. We take the perspective of an institutional investor and navigate this zoo of factors by...
Price discrimination and limits to arbitrage
Robert A Ritz
Aug 07, 2014
Gas prices around the world vary widely despite being connected by international trade of liquefied natural gas (LNG). Some industry observers argue that major exporters have acted irrationally by not arbitraging prices. This is...