Liquidity and the Law of One Price: The Case of the Futures-Cash Basis

2007 ◽  
Vol 62 (5) ◽  
pp. 2201-2234 ◽  
Author(s):  
RICHARD ROLL ◽  
EDUARDO SCHWARTZ ◽  
AVANIDHAR SUBRAHMANYAM
Keyword(s):  
Law Of One Price ◽  
The Law ◽  
Cash Basis

A proposition on short-run departures from the law-of-one-price

1982 ◽  
Vol 17 (1) ◽  
pp. 51-60 ◽  
Author(s):  
Mario I. Blejer ◽  
Arye L. Hillman
Keyword(s):  
Law Of One Price ◽  
Short Run ◽  
The Law

The Law of One Price Over 700 Years

2001 ◽  
Author(s):  
Kenneth S. Rogoff ◽  
Kenneth Froot
Keyword(s):  
Law Of One Price ◽  
The Law

The Law of One Price in Scandinavian Duty-Free Stores

2001 ◽  
Vol 91 (4) ◽  
pp. 1072-1083 ◽  
Author(s):  
Marcus Asplund ◽  
Richard Friberg
Keyword(s):  
Law Of One Price ◽  
The Law

scholarly journals Using Machine Learning to Explain Violations of the 'Law of One Price'

2017 ◽  
Author(s):  
Aaron Bodoh-Creed ◽  
JJrn Boehnke ◽  
Brent Richard Hickman
Keyword(s):  
Machine Learning ◽  
Law Of One Price ◽  
The Law

scholarly journals Testing for the Law of One Price and Identifying Price-Leading Markets: An Application to Corn Markets in Benin

1999 ◽  
Vol 39 (4) ◽  
pp. 713-738 ◽  
Author(s):  
W. Erno Kuiper ◽  
Clemens Lutz ◽  
Aad Van Tilburg
Keyword(s):  
Law Of One Price ◽  
The Law
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