{"id":"https://openalex.org/W4302375788","doi":"https://doi.org/10.1007/978-1-4939-2864-4_33","title":"Arbitrage in Frictional Foreign Exchange Market","display_name":"Arbitrage in Frictional Foreign Exchange Market","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W4302375788","doi":"https://doi.org/10.1007/978-1-4939-2864-4_33"},"language":"en","primary_location":{"id":"doi:10.1007/978-1-4939-2864-4_33","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4939-2864-4_33","pdf_url":null,"source":{"id":"https://openalex.org/S4306509317","display_name":"Encyclopedia of Algorithms","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Encyclopedia of Algorithms","raw_type":"book-chapter"},"type":"reference-entry","indexed_in":["crossref"],"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/A5102140498","display_name":"Mao-cheng Cai","orcid":null},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Mao-cheng Cai","raw_affiliation_strings":["Chinese Academy of Sciences, Institute of Systems Science, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Chinese Academy of Sciences, Institute of Systems Science, Beijing, China","institution_ids":["https://openalex.org/I19820366"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100638710","display_name":"Xiaotie Deng","orcid":"https://orcid.org/0000-0002-5282-6467"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]},{"id":"https://openalex.org/I183067930","display_name":"Shanghai Jiao Tong University","ror":"https://ror.org/0220qvk04","country_code":"CN","type":"education","lineage":["https://openalex.org/I183067930"]}],"countries":["CN","HK"],"is_corresponding":false,"raw_author_name":"Xiaotie Deng","raw_affiliation_strings":["AIMS Laboratory (Algorithms-Agents-Data on Internet, Market, and Social Networks), Department of Computer Science and Engineering, Shanghai Jiao Tong University, 800 Dongchuan Road, 200240, Shanghai, China","Department of Computer Science, City University of Hong Kong, 800 Dongchuan Road, 200240, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"AIMS Laboratory (Algorithms-Agents-Data on Internet, Market, and Social Networks), Department of Computer Science and Engineering, Shanghai Jiao Tong University, 800 Dongchuan Road, 200240, Shanghai, China","institution_ids":["https://openalex.org/I183067930"]},{"raw_affiliation_string":"Department of Computer Science, City University of Hong Kong, 800 Dongchuan Road, 200240, Hong Kong, China","institution_ids":["https://openalex.org/I168719708"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5102140498"],"corresponding_institution_ids":["https://openalex.org/I19820366"],"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":"141","last_page":"145"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9835000038146973,"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":0.9835000038146973,"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/T10503","display_name":"Global Financial Crisis and Policies","score":0.9833999872207642,"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9785000085830688,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/arbitrage","display_name":"Arbitrage","score":0.6472664475440979},{"id":"https://openalex.org/keywords/foreign-exchange","display_name":"Foreign exchange","score":0.604800820350647},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"Foreign exchange market","score":0.5555503964424133},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.5225500464439392},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.47301509976387024},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.396954745054245},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.37566643953323364}],"concepts":[{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.6472664475440979},{"id":"https://openalex.org/C2983132609","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange","level":2,"score":0.604800820350647},{"id":"https://openalex.org/C536366893","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange market","level":3,"score":0.5555503964424133},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5225500464439392},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.47301509976387024},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.396954745054245},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.37566643953323364}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-1-4939-2864-4_33","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4939-2864-4_33","pdf_url":null,"source":{"id":"https://openalex.org/S4306509317","display_name":"Encyclopedia of Algorithms","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Encyclopedia of Algorithms","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W577237649","https://openalex.org/W1982091611","https://openalex.org/W2011039300","https://openalex.org/W2029136172","https://openalex.org/W2036993654","https://openalex.org/W2046116913","https://openalex.org/W2054535158","https://openalex.org/W2102693204","https://openalex.org/W2114616381","https://openalex.org/W2115064460","https://openalex.org/W2148697681","https://openalex.org/W2486715098","https://openalex.org/W3122492089"],"related_works":["https://openalex.org/W1571781785","https://openalex.org/W1502838439","https://openalex.org/W404327971","https://openalex.org/W2562141402","https://openalex.org/W4318433428","https://openalex.org/W2916737790","https://openalex.org/W4320902972","https://openalex.org/W4380144940","https://openalex.org/W393398260","https://openalex.org/W2185575911"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-08-04T08:18:43.703281","created_date":"2025-10-10T00:00:00"}
