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Aoun, 2012 - Google Patents

Funding liquidity and limits to arbitrage

Aoun, 2012

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Document ID
10857568288597455319
Author
Aoun B
Publication year

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Snippet

Arbitrageurs play an important role in keeping market prices close to their fundamental values by providing market liquidity. Most arbitrageurs however use leverage. When funding conditions worsen they are forced to reduce their positions. The resulting selling pressure …
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    • G06Q99/00—Subject matter not provided for in other groups of this subclass

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