Works matching Arbitrage
Results: 5000
Are socially responsible companies harder to arbitrage?
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- Management international / International Management / Gestiòn Internacional, 2023, v. 27, n. 1, p. 141, doi. 10.7202/1098928ar
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Corporate Income Tax Coordination as a Response to International Tax Competition and International Tax Arbitrage.
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- Canadian Tax Journal / Revue Fiscale Canadienne, 2003, v. 51, n. 3, p. 1079
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- Article
The market efficiency analysis of China's copper options based on risk-free arbitrages.
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- Applied Economics, 2024, v. 56, n. 15, p. 1834, doi. 10.1080/00036846.2023.2301221
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ARBITRAGE IN ECONOMICS AND ELSEWHERE - FACTS WELL KNOWN AND LESS KNOWN (THREE PAPERS ON ARBITRAGE IDEAS, MODELING AND PRICING - YESTERDAY, TODAY AND TOMORROW) - INTRODUCTION TO THE SERIES.
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- Mathematical Economics, 2011, v. 7, n. 14, p. 169
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Grid-Scale Battery Energy Storage for Arbitrage Purposes: A Colombian Case.
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- Batteries, 2021, v. 7, n. 3, p. 1, doi. 10.3390/batteries7030059
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Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk.
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- Symmetry (20738994), 2022, v. 14, n. 7, p. N.PAG, doi. 10.3390/sym14071330
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Arbitrage asymmetry, mispricing and the illiquidity premium.
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- European Financial Management, 2024, v. 30, n. 4, p. 1829, doi. 10.1111/eufm.12462
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No-arbitrage up to random horizon for quasi-left-continuous models.
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- Finance & Stochastics, 2017, v. 21, n. 4, p. 1103, doi. 10.1007/s00780-017-0337-3
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Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 225, doi. 10.1007/s00780-010-0152-6
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Arbitrage-free market models for option prices: the multi-strike case.
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- Finance & Stochastics, 2008, v. 12, n. 4, p. 469, doi. 10.1007/s00780-008-0068-6
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- Article
WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS.
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- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 1, p. -1, doi. 10.1142/S0219024915500053
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DYNAMIC ARBITRAGE-FREE ASSET PRICING WITH PROPORTIONAL TRANSACTION COSTS.
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- Mathematical Finance, 2002, v. 12, n. 1, p. 89, doi. 10.1111/1467-9965.00006
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Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory.
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- Axioms (2075-1680), 2021, v. 10, n. 4, p. 242, doi. 10.3390/axioms10040242
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TEST OF ARBITRAGE PRICING THEORY ON STOCK INDICES: AN EMPIRICAL STUDY ON BIST100.
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- Revista Economică, 2023, v. 75, n. 1, p. 7, doi. 10.56043/reveco-2023-0001
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- Article
Central bank intervention with limited arbitrage.
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- International Journal of Finance & Economics, 2007, v. 12, n. 2, p. 249, doi. 10.1002/ijfe.328
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A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure.
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- Computational Economics, 2021, v. 58, n. 4, p. 943, doi. 10.1007/s10614-020-09980-6
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Arbitrage-free SVI volatility surfaces.
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- Quantitative Finance, 2014, v. 14, n. 1, p. 59, doi. 10.1080/14697688.2013.819986
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- Article
Chapter 5: The Profitability of Merger Arbitrage: Some Australian Evidence.
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- Australian Journal of Management (University of New South Wales), 2005, v. 30, n. 1, p. 111, doi. 10.1177/031289620503000106
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- Article
The Performance of Merger / Risk Arbitrage and Sweetened Offers in Hostile Takeovers.
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- Banking & Finance Review, 2010, v. 2, n. 1, p. 1
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IMMUNIZED QUASI-ARBITRAGE.
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- Journal of Business Management, 2012, n. 6, p. 47
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Measuring Tendency toward International Product Arbitrage: Are There Differences between High and Low Value Products?
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- International Management Review, 2007, v. 3, n. 3, p. 7
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The Booms and Busts of Beta Arbitrage.
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- Management Science, 2024, v. 70, n. 8, p. 5367, doi. 10.1287/mnsc.2023.4929
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CONSTRUCTIVE NO-ARBITRAGE CRITERION UNDER TRANSACTION COSTS IN THE CASE OF FINITE DISCRETE TIME.
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- Theory of Probability & Its Applications, 2008, v. 52, n. 1, p. 93, doi. 10.1137/S0040585X97982803
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THE PRIMER ON ARBITRAGE CONCEPTIONS IN ECONOMICS: THEIR LOGICS, ROOTS AND SOME FORMAL MODELS (HISTORICAL AND BIBLIOGRAPHICAL NOTES).
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- Mathematical Economics, 2011, v. 7, n. 14, p. 173
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- Article
ARBITRAŻ NADZORCZY NA RYNKU USŁUG FINANSOWYCH -- IDENTYFIKACJA ZJAWISKA.
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- Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2014, n. 342, p. 132, doi. 10.15611/pn.2014.342.12
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Incorporating under European Law: The Societas Europaea as a Vehicle for Legal Arbitrage.
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- European Business Organization Law Review, 2009, v. 10, n. 1, p. 1, doi. 10.1017/S1566752909000019
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Detection of Arbitrage Opportunities and Forecasting in the Foreign Exchange Markets.
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- Journal of Applied Economic Sciences, 2020, v. 15, n. 4, p. 855, doi. 10.57017/jaes.v15.4(70).12
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GEOMETRIC ARBITRAGE THEORY AND MARKET DYNAMICS.
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- Journal of Geometric Mechanics, 2015, v. 7, n. 4, p. 431, doi. 10.3934/jgm.2015.7.431
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La prise en compte du facteur temps dans l'arbitrage OHADA.
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- Uniform Law Review, 2022, v. 27, n. 3, p. 417, doi. 10.1093/ulr/unac024
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- Article
A Price is a Social Thing: Towards a Material Sociology of Arbitrage.
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- Organization Studies, 2006, v. 27, n. 5, p. 721, doi. 10.1177/0170840606065923
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CALCULATING EXPECTED STOCK RETURN USING ARBITRAGE PRICING THEORY MODEL AND ANALYZING INDEPENDENT VARIABLES THAT AFFECT STOCK EXPECTED RETURN (ANALYSIS CONDUCTED ON KOMPAS100 STOCK ISSUERS FOR THE PERIOD 2020 - 2022).
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- Journal Research of Social Science, Economics & Management, 2023, v. 2, n. 9, p. 2023, doi. 10.59141/jrssem.v2i09.432
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Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing.
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- Mathematics (2227-7390), 2024, v. 12, n. 4, p. 608, doi. 10.3390/math12040608
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Bayesian Arbitrage Threshold Analysis.
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- Journal of Business & Economic Statistics, 1999, v. 17, n. 3, p. 364, doi. 10.2307/1392294
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Asymmetric arbitrage trading on offshore and onshore renminbi markets.
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- Empirical Economics, 2019, v. 57, n. 5, p. 1653, doi. 10.1007/s00181-018-1516-6
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Exploring South African/USA cryptocurrency arbitrage.
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- African Journal of Innovation & Entrepreneurship (AJIE), 2024, v. 3, n. 2, p. 101, doi. 10.31920/2753-314X/2024/v3n2a5
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ARBITRAGE AND CONVERGENCE: EVIDENCE FROM MEXICAN ADRS.
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- Journal of Applied Economics, 2008, v. 11, n. 2, p. 399, doi. 10.1080/15140326.2008.12040513
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Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets.
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- Central European Journal of Economic Modelling & Econometrics, 2021, v. 13, n. 2, p. 105
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Statistical arbitrage on the JSE based on partial co-integration.
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- Investment Analysts Journal, 2021, v. 50, n. 2, p. 110, doi. 10.1080/10293523.2021.1886723
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- Article
Arbitrage with Exchange-traded Funds: A Case of E1VFVN30 Based on Intraday Data.
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- Economic Research Guardian, 2021, v. 11, n. 1, p. 130
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The uses and abuses of time: globalization and time arbitrage in India's outsourcing industries.
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- Global Networks, 2009, v. 9, n. 1, p. 20, doi. 10.1111/j.1471-0374.2009.00240.x
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An arbitrage-free generalized Nelson–Siegel term structure model.
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- Econometrics Journal, 2009, v. 12, n. 3, p. C33, doi. 10.1111/j.1368-423X.2008.00267.x
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A METHOD FOR CHOOSING APPROPRIATE INVESTMENT PERIODS TO MAKE ARBITRAGE PROFIT AND EXPLAIN STOCK RETURNS.
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- Serbian Journal of Management, 2022, v. 17, n. 2, p. 271, doi. 10.5937/sjm17-33561
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One-Penny Arbitrages, or: A Free Snack without a Free Lunch.
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- Journal of Applied Computer Science & Mathematics, 2011, n. 10, p. 102
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Capital Gains Taxes, Pricing Spreads, and Arbitrage: Evidence from Cross-Listed Firms in the U.S.
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- Accounting Review, 2009, v. 84, n. 5, p. 1321, doi. 10.2308/accr.2009.84.5.1321
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Arbitrage problems with reflected geometric Brownian motion.
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- Finance & Stochastics, 2024, v. 28, n. 1, p. 1, doi. 10.1007/s00780-023-00525-x
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Risk arbitrage and hedging to acceptability under transaction costs.
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- Finance & Stochastics, 2021, v. 25, n. 1, p. 101, doi. 10.1007/s00780-020-00434-3
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The value of informational arbitrage.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 277, doi. 10.1007/s00780-020-00418-3
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No-arbitrage under a class of honest times.
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- Finance & Stochastics, 2018, v. 22, n. 1, p. 127, doi. 10.1007/s00780-017-0345-3
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Universal arbitrage aggregator in discrete-time markets under uncertainty.
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- Finance & Stochastics, 2016, v. 20, n. 1, p. 1, doi. 10.1007/s00780-015-0283-x
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Fragility of arbitrage and bubbles in local martingale diffusion models.
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- Finance & Stochastics, 2015, v. 19, n. 2, p. 215, doi. 10.1007/s00780-015-0256-0
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