arbitrageur

A Study of Arbitrageur 's Function in Noise Trading

噪声交易中套利者的作用研究

Results show that the existence of risk for rational arbitragers and the investors'psychology overconfidence could limit the rational arbitrageur 's behavior .

模型的分析结果表明，投资者的过度自信会限制套利者的套利行为。

A kind of hedged investment meant to capture slight differences in price ; when there is a difference in the price of something on two different markets the arbitrageur simultaneously buys at the lower price and sells at the higher price .

一种意在取得微小价格差额的不正当投资；在两个套汇市场中某物的价格有一个差额。

The existence of the unequilibrium implies that the market goes , against the law of one price , and as a matter of fact , arbitrage is a process which arbitrageur makes use of these opportunities and the market resumes equilibrium .

在市场的运行中，非均衡是与违反一价定律相对应的，套利的过程就是套利者对违反一价定律机会的运用，同时市场恢复均衡的过程。