Prices will stabilize across markets. If prices get comparatively cheaper on one market more purchases will occur leading to higher demands, more scarcity and more value. If prices were to get comparatively high more selling would occur on that market, more supply, less scarcity and less value.

I was interested in this phenomenon myself. In financial markets there exists something called an arbitrageur. An arbitrageur takes advantage of price differentials in different markets. An example would be someone purchasing a boat in one country to only sail the boat to another market and sell it at a higher rate. Since the individual would be taking advantage of price differentials by profiting they would be an arbitrageur.

I wondered if anyone could act as a Bitcoin arbitrageur by taking advantages of momentary price differentials in Bitcoin exchange markets. This would be difficult because markets tend to balance out with the macro Bitcoin market quickly. It is possible to make some money put because of the balancing factor it wouldn't be much. The highest likelihood would be an arbitrageur that sells exclusively to individuals (two people can make a market). Arbitrageurs help to balance price differences in markets by working with principles of supply and demand.