Does Arbitrage Flatten Demand Curves for Stocks?

26 Pages Posted: 14 Dec 2011 Last revised: 24 Nov 2014

See all articles by Jeffrey Wurgler

Jeffrey Wurgler

NYU Stern School of Business; National Bureau of Economic Research (NBER)

Ekaterina Zhuravskaya

Paris School of Economics (PSE)

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Date Written: December 1, 2011

Abstract

Does Arbitrage Flatten Demand Curves for Stocks?

Suggested Citation

Wurgler, Jeffrey A. and Zhuravskaya, Ekaterina, Does Arbitrage Flatten Demand Curves for Stocks? (December 1, 2011). NYU Working Paper No. 2451/31354, Available at SSRN: https://ssrn.com/abstract=1972122

Jeffrey A. Wurgler (Contact Author)

NYU Stern School of Business ( email )

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Ekaterina Zhuravskaya

Paris School of Economics (PSE) ( email )

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