Stability effects of arbitrage in exchange traded funds: an agent-based model

Megan Shearer, David Byrd, Tucker Hybinette Balch, Michael P. Wellman. Stability effects of arbitrage in exchange traded funds: an agent-based model. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]

Authors

Megan Shearer

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David Byrd

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Tucker Hybinette Balch

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Michael P. Wellman

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