Stale price arbitrage For a number of assets, the most recent transaction price at 4PM ET does not fully reflect all available market information.
Time-weighted rate of return Related: Geometric mean return Time-Zone Arbitrage A form of stale price arbitrage where the pricing discrepencies are due to the primary markets for the underlying securities being closed at the times that the ...
The misnomer synonym refers to Stale Price Arbitrage. Market timing costs Costs that arise from price movement of a stock during a transaction period but attributable to other activity in the stock.
See also: Stale price, Bills, Interest rate swap, Prepayment, Banks
 
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