✦ LIBER ✦

The Limits of Arbitrage

✍ Scribed by Andrei Shleifer and Robert W. Vishny

Book ID: 120542080
Publisher: John Wiley and Sons
Year: 1997
Tongue: English
Weight: 428 KB
Volume: 52
Category: Article
ISSN: 0022-1082
DOI: 10.2307/2329555

No coin nor oath required. For personal study only.

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## Abstract This paper studies international financial integration by testing the law of one price across national borders. We use the distance between national discount factors as an integration measure and analyze the level of cross‐border mispricing. The empirical analysis shows that pricing dif