I recently read this article by Knuteson and some thought/questions arose. So I was wondering if anyone read it or wants to read it and can comment on a few statements-questions below. I could probably email the author and I'm confident that he would have some answers but I'd like to hear from an unbiased audience. Thanks.
Could the anomaly be due to transaction costs ? He says that the code and data are right there for anyone to use but he doesn't talk about transaction costs at all. I know nothing about the after hours market so could that be a possibility ? Maybe they are off the charts higher than transaction costs during market hours ?
If what he says is true ( even with transaction costs ), then, one would think that such an arbitrage would be removed due to market efficiency ? Would some large form be able to do what he says and an individual investor not be able to do the same thing ?
If some large firm is doing what he describes, is that illegal ? It doesn't sound illegal to me: Buy during after market hours and sell during open market hours ?
Thanks for any comments-insights.
P.S. : He doesn't talk much about the attempt to publish so my guess is that there are problems-issues with it. I would think that some decent refereed academic publisher would want to publish it, despite the reasons he gives for why it's not out there.