arbitrageur

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Arbitrageur

One who profits from the differences in price when the same, or extremely similar, security, currency, or commodity is traded on two or more markets. The arbitrageur profits by simultaneously purchasing and selling these securities to take advantage of pricing differentials (spreads) created by market conditions. See: Risk arbitrage, convertible arbitrage, index arbitrage, and international arbitrage.

Arbitrageur

A trader who practices arbitrage. That is, an arbitrageur attempts to profit from inefficiencies in price by making transactions that offset each other. For example, one may buy a security at a low price, and, within a few seconds, re-sell it to a willing buyer at a higher price. Arbitrageurs can keep prices relatively stable as markets attempt to resist their attempts at price exploitation. They often use computer programs because their transactions can be complex and occur in rapid succession.

arbitrageur

One who engages in arbitrage. Also called arb.

arbitrageur

a person or firm which purchases SHARES in a company and other FINANCIAL SECURITIES in the hope of making a windfall profit. Arbitrageurs deliberately put a company into ‘play’; that is, by making strategic share purchases in the company the arbitrageur fuels SPECULATION that a TAKEOVER BID is in the offing, causing the company's share price to rise. The arbitrageur then sells off his stake at a suitable profit. See ARBITRAGE.
References in periodicals archive ?
Arbitragers merely ensure an efficient market system.
Latency arbitragers, like the SOES bandits before them, sought to scoop up price differences resulting from momentary time lags between exchanges.
The same as in contracts to term and to future, the economic agent units exposed to financial risks through middlemen and agents; and the investors and speculators, likewise the arbitragers.
Again, this may be due to the lesser degree of risk aversion among arbitragers in this market.
Course bookmaker Jake Adamson says arbitragers ensure efficient market AFTER reading David Ashforth's article (November 30), as a "hedging mechanism", Iwould like some clarification on David Harding's quote: "If SPs are in the hands of the arbitragers who use automatic programmes on the exchanges but are neither punters nor bookmakers, then it is not a sustainable position.
If the prices deviate from each other, then the commodity arbitragers would capitalise by buying in one market and selling in another until the profitable opportunities cease to exist.
The law, designed to deny merger arbitragers too much sway over the vote, strips such investors of their voting rights if they purchase the stock after the date the offer is first announced.
This was only a small step, but it was one way to help ensure, during those challenging days (in the '80s), that all of a company's stock didn't travel immediately into the hands of arbitragers.
Regardless of market structure, anticipation of future price hikes often causes prices to rise immediately as arbitragers buy low and sell high.
Ray said, "The CBOT's new Binary options on the Target Federal Funds Rate were designed to provide new trading opportunities for participants such as dealer short- term funding desks, index arbitragers and hedge funds that seek to manage short-term interest rate exposure.
shouldn't move away from it lightly, but if SPs are in the hands of the arbitragers who use automatic programmes on the exchanges, and are neither punters nor bookmakers, then it is not a sustainable position.
Board members of Ohio corporations are not only provided protection from shareholder suits if they reject an unwanted takeover, but certain state provisions also restrict the ability of merger arbitragers from entering a hostile takeover situation late in the game to help force a sale.