{"id":"https://openalex.org/W3140468543","doi":null,"title":"The Limits of the Market-wide Limits of Arbitrage: Insights from the Dynamics of 100 Anomalies","display_name":"The Limits of the Market-wide Limits of Arbitrage: Insights from the Dynamics of 100 Anomalies","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W3140468543","mag":"3140468543"},"language":"en","primary_location":{"id":"pmh:oai:ub-madoc.bib.uni-mannheim.de:35536","doi":null,"is_oa":false,"landing_page_url":"https://madoc.bib.uni-mannheim.de/35536/","pdf_url":null,"source":{"id":"https://openalex.org/S4377196315","display_name":"MADOC (University of Mannheim)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I177802217","host_organization_name":"University of Mannheim","host_organization_lineage":["https://openalex.org/I177802217"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Pr\u00e4sentation auf Konferenz"},"volume":null,"type":"conference-abstract","is_traditional":false,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090395061","display_name":"Heiko Jacobs","orcid":"https://orcid.org/0000-0003-1261-6593","observed_orcids":["https://orcid.org/0000-0003-1261-6593"]},"institutions":[{"id":"https://openalex.org/I177802217","display_name":"University of Mannheim","ror":"https://ror.org/031bsb921","country_code":"DE","type":"education","lineage":["https://openalex.org/I177802217"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Hieiko Jacobs","raw_affiliation_strings":["University of Mannheim"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Mannheim","institution_ids":["https://openalex.org/I177802217"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5090395061"],"corresponding_institution_ids":["https://openalex.org/I177802217"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/limits-to-arbitrage","display_name":"limits to arbitrage","score":0.8579999804496765},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.3700000047683716},{"id":"https://openalex.org/keywords/hedge-funds","display_name":"hedge funds","score":0.3179999887943268}],"concepts":[{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.9003956317901611},{"id":"https://openalex.org/C2779150987","wikidata":"https://www.wikidata.org/wiki/Q17141886","display_name":"Limits to arbitrage","level":3,"score":0.6798951625823975},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.638116717338562},{"id":"https://openalex.org/C167416602","wikidata":"https://www.wikidata.org/wiki/Q2859660","display_name":"Statistical arbitrage","level":5,"score":0.6009030342102051},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5761234760284424},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.5270916223526001},{"id":"https://openalex.org/C73688673","wikidata":"https://www.wikidata.org/wiki/Q5456369","display_name":"Fixed income arbitrage","level":5,"score":0.5138369202613831},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5082042217254639},{"id":"https://openalex.org/C94124525","wikidata":"https://www.wikidata.org/wiki/Q912550","display_name":"Categorization","level":2,"score":0.49362289905548096},{"id":"https://openalex.org/C52008547","wikidata":"https://www.wikidata.org/wiki/Q6017830","display_name":"Index arbitrage","level":5,"score":0.482465535402298},{"id":"https://openalex.org/C2781162219","wikidata":"https://www.wikidata.org/wiki/Q26250693","display_name":"Replicate","level":2,"score":0.4562264084815979},{"id":"https://openalex.org/C42854785","wikidata":"https://www.wikidata.org/wiki/Q2154735","display_name":"Risk arbitrage","level":4,"score":0.42862385511398315},{"id":"https://openalex.org/C142450864","wikidata":"https://www.wikidata.org/wiki/Q629941","display_name":"Arbitrage pricing theory","level":3,"score":0.21939387917518616},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.19467905163764954},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.13976049423217773},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12987551093101501},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08072036504745483},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:ub-madoc.bib.uni-mannheim.de:35536","doi":null,"is_oa":false,"landing_page_url":"https://madoc.bib.uni-mannheim.de/35536/","pdf_url":null,"source":{"id":"https://openalex.org/S4377196315","display_name":"MADOC (University of Mannheim)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I177802217","host_organization_name":"University of Mannheim","host_organization_lineage":["https://openalex.org/I177802217"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Pr\u00e4sentation auf Konferenz"},{"id":"pmh:oai:ink.library.smu.edu.sg:bnp_research-1036","doi":null,"is_oa":false,"landing_page_url":"https://ink.library.smu.edu.sg/bnp_research/37","pdf_url":null,"source":{"id":"https://openalex.org/S4306401925","display_name":"Singapore Management University Institutional Knowledge (InK) (Singapore Management University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I79891267","host_organization_name":"Singapore Management University","host_organization_lineage":["https://openalex.org/I79891267"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Working Paper"},{"id":"mag:838203881","doi":null,"is_oa":false,"landing_page_url":"https://ink.library.smu.edu.sg/bnp_research/37/","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":99,"referenced_works":["https://openalex.org/W1509465622","https://openalex.org/W1547479954","https://openalex.org/W1576952511","https://openalex.org/W1812601853","https://openalex.org/W1975272859","https://openalex.org/W1984272629","https://openalex.org/W1985558404","https://openalex.org/W1990806291","https://openalex.org/W1991701984","https://openalex.org/W1994228146","https://openalex.org/W1995834279","https://openalex.org/W2007385759","https://openalex.org/W2010891591","https://openalex.org/W2036613564","https://openalex.org/W2044758379","https://openalex.org/W2048801439","https://openalex.org/W2052758069","https://openalex.org/W2063977782","https://openalex.org/W2068518739","https://openalex.org/W2072291966","https://openalex.org/W2075365657","https://openalex.org/W2079346266","https://openalex.org/W2083015905","https://openalex.org/W2084956342","https://openalex.org/W2093260403","https://openalex.org/W2095729751","https://openalex.org/W2101469116","https://openalex.org/W2101544483","https://openalex.org/W2103679355","https://openalex.org/W2105963030","https://openalex.org/W2108818539","https://openalex.org/W2109556162","https://openalex.org/W2113208252","https://openalex.org/W2116339425","https://openalex.org/W2118172567","https://openalex.org/W2118944905","https://openalex.org/W2127940863","https://openalex.org/W2128075307","https://openalex.org/W2128342851","https://openalex.org/W2130248719","https://openalex.org/W2131177033","https://openalex.org/W2131924751","https://openalex.org/W2135951334","https://openalex.org/W2136120210","https://openalex.org/W2137582495","https://openalex.org/W2141173607","https://openalex.org/W2142043708","https://openalex.org/W2143152597","https://openalex.org/W2144487825","https://openalex.org/W2148965563","https://openalex.org/W2158421805","https://openalex.org/W2164320228","https://openalex.org/W2169143810","https://openalex.org/W2329320632","https://openalex.org/W2890913069","https://openalex.org/W2915381587","https://openalex.org/W3021190191","https://openalex.org/W3021302892","https://openalex.org/W3121128063","https://openalex.org/W3121259292","https://openalex.org/W3121359436","https://openalex.org/W3121404877","https://openalex.org/W3121630491","https://openalex.org/W3121732543","https://openalex.org/W3121762279","https://openalex.org/W3122010751","https://openalex.org/W3122186295","https://openalex.org/W3122225907","https://openalex.org/W3122323191","https://openalex.org/W3122422890","https://openalex.org/W3122639747","https://openalex.org/W3122766348","https://openalex.org/W3122942322","https://openalex.org/W3122993843","https://openalex.org/W3123009431","https://openalex.org/W3123059183","https://openalex.org/W3123084053","https://openalex.org/W3123250782","https://openalex.org/W3123267500","https://openalex.org/W3123342491","https://openalex.org/W3123633846","https://openalex.org/W3123639445","https://openalex.org/W3123642520","https://openalex.org/W3123834602","https://openalex.org/W3123852583","https://openalex.org/W3123855484","https://openalex.org/W3123993840","https://openalex.org/W3124176564","https://openalex.org/W3124207170","https://openalex.org/W3124591263","https://openalex.org/W3124618050","https://openalex.org/W3124639629","https://openalex.org/W3124760570","https://openalex.org/W3125078907","https://openalex.org/W3125168868","https://openalex.org/W3125189963","https://openalex.org/W3125261530","https://openalex.org/W3125807918","https://openalex.org/W3126138541"],"related_works":["https://openalex.org/W6964899467","https://openalex.org/W3046681634","https://openalex.org/W2188646664","https://openalex.org/W2907199812","https://openalex.org/W203835484","https://openalex.org/W7097758942","https://openalex.org/W7119252879","https://openalex.org/W2122523888","https://openalex.org/W7000358324","https://openalex.org/W7014666275"],"abstract_inverted_index":{"Financial":[0],"support":[1],"from":[2],"the":[3],"BNP":[4],"Paribas":[5],"Hedge":[6],"Fund":[7],"Centre":[8],"at":[9],"SMU":[10],"is":[11],"gratefully":[12],"acknowledged":[13]},"counts_by_year":[{"year":2019,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2025-10-10T00:00:00"}
