从行为金融的角度，结合有限套利与非理性个体对股票市场的套利者收益、资产价格特征进行考察。

From the perspective of behavioral finance, this paper combines the limit arbitrage and irrational trader and makes analysis on pricing efficiency of asset.

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许多对冲基金策略，特别是套利策略，是有限的资金多少，他们可以成功地利用返回前减少。

Many hedge fund strategies, particularly arbitrage strategies, are limited as to how much capital they can successfully employ before returns diminish.

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然而，越来越多的实例证实了证券市场中套利这一行为是有限制的。

However, more and more instances proved that the arbitrage behavior has its limit.

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