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Large Investors, Price Manipulation, and Limits to Arbitrage:
Anatomy of Market Corners
Franklin Allen*, Lubomir Litov**, and Jianping Mei***
* Nippon Life Professor of Finance and Professor of Economics, Department of Finance, The Wharton School of the University of Pennsylvania, Philadelphia, PA 19104-6367, phone 215-898-3629, fax: 215-573-2207, email: allenf@wharton.upenn.edu.
** Doctoral student, Leonard Stern School of Business of the New York University, New York 10012, phone: 212-998-0883, fax: 212-995-4218, email: llitov@stern.nyu.edu.
*** Associate Professor of Finance, Leonard Stern School of Business of the New York University, New York NY 10012, phone: 212-998-0354, email: jmei@stern.nyu.edu.
We would like to thank Richard Sylla and Niall Ferguson for helpful discussions. The usual disclaimer applies.
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