Trading and arbitrage in cryptocurrency markets
Source: https://dspace.mit.edu/entities/publication/7f91bfb5-ba77-4d0e-9c79-ec75e104e6cc
Read URL: https://www.fmg.ac.uk/sites/default/files/publications/DP782.pdf
Read date: 2026-10-30
Depth: MIT final-publication metadata/abstract; December 2018 working-paper introduction/data passages

Paraphrased evidence: The working paper describes tick data from 34 exchanges across 19 countries and regional price segmentation. The final journal abstract also reports larger cross-country than within-country deviations.
Scope: Price formation and arbitrage frictions
Limit: Price deviations do not uniquely identify contractual eligibility; working/final versions must be distinguished
Application (project inference): Access rules are a potential complementary constraint, not a substitute for market data

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