Works matching Arbitrage

Results: 5000

Are socially responsible companies harder to arbitrage?

Published in:

Management international / International Management / Gestiòn Internacional, 2023, v. 27, n. 1, p. 141, doi. 10.7202/1098928ar

By:

Arouri, Mohamed;
Ayed, Sabrine;
Gomes, Mathieu

Publication type:

Article

Corporate Income Tax Coordination as a Response to International Tax Competition and International Tax Arbitrage.

Published in:

Canadian Tax Journal / Revue Fiscale Canadienne, 2003, v. 51, n. 3, p. 1079

By:

Edgar, Tim

Publication type:

Article

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.

Published in:

Mathematical Economics, 2011, v. 7, n. 14, p. 169

By:

Rybicki, Wojciech

Publication type:

Article

The market efficiency analysis of China's copper options based on risk-free arbitrages.

Published in:

Applied Economics, 2024, v. 56, n. 15, p. 1834, doi. 10.1080/00036846.2023.2301221

By:

Zhang, Huiming;
Ma, Zhen;
Qian, Siji

Publication type:

Article

TEST OF ARBITRAGE PRICING THEORY ON STOCK INDICES: AN EMPIRICAL STUDY ON BIST100.

Published in:

Revista Economică, 2023, v. 75, n. 1, p. 7, doi. 10.56043/reveco-2023-0001

By:

AKEL, Veli;
CISSE, Boubacar Amadou

Publication type:

Article

A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure.

Published in:

2021

By:

Stephenson, Jeff;
Vanstone, Bruce;
Hahn, Tobias

Publication type:

Literature Review

Arbitrage-free SVI volatility surfaces.

Published in:

Quantitative Finance, 2014, v. 14, n. 1, p. 59, doi. 10.1080/14697688.2013.819986

By:

Gatheral, Jim;
Jacquier, Antoine

Publication type:

Article

ARBITRAŻ NADZORCZY NA RYNKU USŁUG FINANSOWYCH -- IDENTYFIKACJA ZJAWISKA.

Published in:

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

By:

Kurek, Robert

Publication type:

Article

Arbitrage asymmetry, mispricing and the illiquidity premium.

Published in:

European Financial Management, 2024, v. 30, n. 4, p. 1829, doi. 10.1111/eufm.12462

By:

Wang, Feifei;
Zheng, Lingling

Publication type:

Article

IMMUNIZED QUASI-ARBITRAGE.

Published in:

Journal of Business Management, 2012, n. 6, p. 47

By:

Jaunzems, Andrejs

Publication type:

Article

La prise en compte du facteur temps dans l'arbitrage OHADA.

Published in:

Uniform Law Review, 2022, v. 27, n. 3, p. 417, doi. 10.1093/ulr/unac024

By:

Kamgaing, Pierre-Claver

Publication type:

Article

Chapter 5: The Profitability of Merger Arbitrage: Some Australian Evidence.

Published in:

Australian Journal of Management (University of New South Wales), 2005, v. 30, n. 1, p. 111, doi. 10.1177/031289620503000106

By:

Maheswaran, Krishnan;
Soon Chin Yeoh

Publication type:

Article

CONSTRUCTIVE NO-ARBITRAGE CRITERION UNDER TRANSACTION COSTS IN THE CASE OF FINITE DISCRETE TIME.

Published in:

Theory of Probability & Its Applications, 2008, v. 52, n. 1, p. 93, doi. 10.1137/S0040585X97982803

By:

Rokhlin, D. B.

Publication type:

Article

Detection of Arbitrage Opportunities and Forecasting in the Foreign Exchange Markets.

Published in:

Journal of Applied Economic Sciences, 2020, v. 15, n. 4, p. 855, doi. 10.57017/jaes.v15.4(70).12

By:

HABIBI, Reza

Publication type:

Article

Measuring Tendency toward International Product Arbitrage: Are There Differences between High and Low Value Products?

Published in:

International Management Review, 2007, v. 3, n. 3, p. 7

By:

Backhaus, Klaus;
Eschweiler, Maurice;
Götte, Dana

Publication type:

Article

Grid-Scale Battery Energy Storage for Arbitrage Purposes: A Colombian Case.

Published in:

Batteries, 2021, v. 7, n. 3, p. 1, doi. 10.3390/batteries7030059

By:

Peñaranda, Andrés F.;
Romero-Quete, David;
Cortés, Camilo A.

Publication type:

Article

Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory.

Published in:

Axioms (2075-1680), 2021, v. 10, n. 4, p. 242, doi. 10.3390/axioms10040242

By:

Farinelli, Simone;
Takada, Hideyuki

Publication type:

Article

THE PRIMER ON ARBITRAGE CONCEPTIONS IN ECONOMICS: THEIR LOGICS, ROOTS AND SOME FORMAL MODELS (HISTORICAL AND BIBLIOGRAPHICAL NOTES).

Published in:

Mathematical Economics, 2011, v. 7, n. 14, p. 173

By:

Rybicki, Wojciech

Publication type:

Article

GEOMETRIC ARBITRAGE THEORY AND MARKET DYNAMICS.

Published in:

Journal of Geometric Mechanics, 2015, v. 7, n. 4, p. 431, doi. 10.3934/jgm.2015.7.431

By:

FARINELLI, SIMONE

Publication type:

Article

Central bank intervention with limited arbitrage.

Published in:

International Journal of Finance & Economics, 2007, v. 12, n. 2, p. 249, doi. 10.1002/ijfe.328

By:

Neely, Christopher J.;
Weller, Paul A.

Publication type:

Article

DYNAMIC ARBITRAGE-FREE ASSET PRICING WITH PROPORTIONAL TRANSACTION COSTS.

Published in:

Mathematical Finance, 2002, v. 12, n. 1, p. 89, doi. 10.1111/1467-9965.00006

By:

Shunming Zhang;
Chunlei Xu;
Xiaotie Deng

Publication type:

Article

Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2010, v. 82, n. 2, p. 189, doi. 10.1080/17442500903251824

By:

Wong, Bernard;
Heyde, C. C.

Publication type:

Article

Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk.

Published in:

Symmetry (20738994), 2022, v. 14, n. 7, p. N.PAG, doi. 10.3390/sym14071330

By:

Farinelli, Simone;
Takada, Hideyuki

Publication type:

Article

Incorporating under European Law: The Societas Europaea as a Vehicle for Legal Arbitrage.

Published in:

European Business Organization Law Review, 2009, v. 10, n. 1, p. 1, doi. 10.1017/S1566752909000019

By:

Eidenmüller, Horst;
Engert, Andreas;
Hornuf, Lars

Publication type:

Article

No-arbitrage up to random horizon for quasi-left-continuous models.

Published in:

Finance & Stochastics, 2017, v. 21, n. 4, p. 1103, doi. 10.1007/s00780-017-0337-3

By:

Aksamit, Anna;
Choulli, Tahir;
Deng, Jun;
Jeanblanc, Monique

Publication type:

Article

Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models.

Published in:

Finance & Stochastics, 2012, v. 16, n. 2, p. 225, doi. 10.1007/s00780-010-0152-6

By:

Mijatović, Aleksandar;
Urusov, Mikhail

Publication type:

Article

Arbitrage-free market models for option prices: the multi-strike case.

Published in:

Finance & Stochastics, 2008, v. 12, n. 4, p. 469, doi. 10.1007/s00780-008-0068-6

By:

Schweizer, Martin;
Wissel, Johannes

Publication type:

Article

Jai Alai arbitrage strategies.

Published in:

European Journal of Finance, 2004, v. 10, n. 5, p. 353, doi. 10.1080/1351847042000254239

By:

Lane, Daniel;
Ziembra, William T.

Publication type:

Article

The Performance of Merger / Risk Arbitrage and Sweetened Offers in Hostile Takeovers.

Published in:

Banking & Finance Review, 2010, v. 2, n. 1, p. 1

By:

Branch, Ben;
Yang, Taewon

Publication type:

Article

WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS.

Published in:

International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 1, p. -1, doi. 10.1142/S0219024915500053

By:

FONTANA, CLAUDIO

Publication type:

Article

The Booms and Busts of Beta Arbitrage.

Published in:

Management Science, 2024, v. 70, n. 8, p. 5367, doi. 10.1287/mnsc.2023.4929

By:

Huang, Shiyang;
Liu, Xin;
Lou, Dong;
Polk, Christopher

Publication type:

Article

ρ -Arbitrage and ρ -Consistent Pricing for Star-Shaped Risk Measures.

Published in:

Mathematics of Operations Research, 2025, v. 50, n. 2, p. 1555, doi. 10.1287/moor.2023.0173

By:

Herdegen, Martin;
Khan, Nazem

Publication type:

Article

Convexity arbitrage – the idea which does not work.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2019361

By:

Stádník, Bohumil

Publication type:

Article

MARKET COMPETITION, ARBITRAGE RISK, AND CAPITAL STRUCTURE: EVIDENCE FROM TAIWAN.

Published in:

Annals of Financial Economics, 2016, v. 11, n. 1, p. -1, doi. 10.1142/S2010495216500020

By:

LIN, YU-EN;
CHIH, HSIANG-HSUAN;
CHENG, CHIA-HSIN;
KU, YAN-QING

Publication type:

Article

SHORT-RUN ARBITRAGE IN CRISIS MARKETS - EXPERIMENTAL EVIDENCE.

Published in:

Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S201049521450002X

By:

SONSINO, DORON;
SHAVIT, TAL

Publication type:

Article

Statistical arbitrage on the JSE based on partial co-integration.

Published in:

Investment Analysts Journal, 2021, v. 50, n. 2, p. 110, doi. 10.1080/10293523.2021.1886723

By:

Hoffman, A. J.

Publication type:

Article

Time-Consistent Asymptotic Exponential Arbitrage with Small Probable Maximum Loss.

Published in:

Chinese Annals of Mathematics, 2019, v. 40, n. 4, p. 495, doi. 10.1007/s11401-019-0147-3

By:

Li, Jinfeng

Publication type:

Article

Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs.

Published in:

Annals of Operations Research, 2005, v. 135, n. 1-4, p. 211, doi. 10.1007/s10479-005-6242-8

By:

Chao, X.;
Lai, K. K.;
Shou-Yang Wang;
Mei Yu

Publication type:

Article

Rethinking institutional arbitrage: De jure exposure and de facto enforcement.

Published in:

Global Strategy Journal, 2024, v. 14, n. 4, p. 754, doi. 10.1002/gsj.1510

By:

Xu, Jian

Publication type:

Article

The puzzle of online arbitrage and increased product returns: A game‐theoretic analysis.

Published in:

Production & Operations Management, 2023, v. 32, n. 8, p. 2387, doi. 10.1111/poms.13992

By:

Geda, Avinash;
Pu, Jingchuan;
Qiu, Liangfei

Publication type:

Article

Origins of arbitrage.

Published in:

Financial History Review, 2021, v. 28, n. 1, p. 96, doi. 10.1017/S0968565021000020

By:

Poitras, Geoffrey

Publication type:

Article

CONDITIONS OF PURE ARBITRAGE APPLICATIONS: EVIDENCE FROM THREE CURRENCIES.

Published in:

Economics, Management & Financial Markets, 2016, v. 11, n. 3, p. 11

By:

BIN, LEO;
JIANGUO CHEN;
PENG ZHAO

Publication type:

Article

Statistical arbitrage: factor investing approach.

Published in:

OR Spectrum, 2023, v. 45, n. 4, p. 1295, doi. 10.1007/s00291-023-00733-z

By:

Akyildirim, Erdinc;
Goncu, Ahmet;
Hekimoglu, Alper;
Nguyen, Duc Khuong;
Sensoy, Ahmet

Publication type:

Article

Impact of Macroprudential Measures on Non-Banking Financial Intermediaries: Evidence of Regulatory Arbitrage in a Cross-Country Framework.

Published in:

Quarterly Journal of Finance & Accounting, 2021, v. 59, n. 3/4, p. 109

By:

MANNA, INDRANI;
KOTHARI, SHRADDHA

Publication type:

Article

ARBITRAGE ON ROMANIAN STOCK MARKET.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2018, v. 52, n. 1, p. 43, doi. 10.24818/18423264/52.1.18.03

By:

TURCAŞ, Florin;
DUMITER, Florin;
BRAICA, Alexandra;
BREZEANU, Petre;
NEAGU, Olimpia

Publication type:

Article

CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE.

Published in:

New Mathematics & Natural Computation, 2005, v. 1, n. 3, p. 435, doi. 10.1142/S1793005705000251

By:

TSANG, EDWARD;
MARKOSE, SHERI;
ER, HAKAN

Publication type:

Article

The arbitrage strategy in the crude oil futures market of shanghai international energy exchange.

Published in:

Economic Change & Restructuring, 2023, v. 56, n. 2, p. 1201, doi. 10.1007/s10644-022-09468-3

By:

Niu, Jing;
Ma, Chao;
Chang, Chun-Ping

Publication type:

Article

No arbitrage for a special class of filtration expansions: No arbitrage for a special class of filtration expansions: K. Grigorian, R. A. Jarrow.

Published in:

Annals of Finance, 2025, v. 21, n. 1, p. 45, doi. 10.1007/s10436-024-00458-1

By:

Grigorian, Karen;
Jarrow, Robert A.

Publication type:

Article

Optimization of relative arbitrage.

Published in:

Annals of Finance, 2015, v. 11, n. 3/4, p. 345, doi. 10.1007/s10436-015-0261-5

By:

Wong, Ting-Kam

Publication type:

Article

The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market.

Published in:

Annals of Finance, 2014, v. 10, n. 3, p. 457, doi. 10.1007/s10436-013-0242-5

By:

Perlin, Marcelo;
Dufour, Alfonso;
Brooks, Chris

Publication type:

Article