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

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

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

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

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

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

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

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

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

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

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

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

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

IMMUNIZED QUASI-ARBITRAGE.

Published in:

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

By:

Jaunzems, Andrejs

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

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

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

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

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

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

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

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 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

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

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

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

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

Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies.

Published in:

Portuguese Economic Journal, 2021, v. 20, n. 3, p. 273, doi. 10.1007/s10258-020-00185-1

By:

de Séverac, Béatrice;
da Fonseca, José S.

Publication type:

Article

Algebraic Properties of Arbitrage: An Application to Additivity of Discount Functions.

Published in:

Mathematics (2227-7390), 2019, v. 7, n. 9, p. 868, doi. 10.3390/math7090868

By:

Cruz Rambaud, Salvador

Publication type:

Article

Limits to arbitrage, investor sentiment, and factor returns in international government bond markets.

Published in:

Economic Research-Ekonomska Istrazivanja, 2019, v. 32, n. 1, p. 1727, doi. 10.1080/1331677X.2019.1638286

By:

Zaremba, Adam;
Szczygielski, Jan Jakub

Publication type:

Article

An arbitrage-free generalized Nelson–Siegel term structure model.

Published in:

Econometrics Journal, 2009, v. 12, n. 3, p. C33, doi. 10.1111/j.1368-423X.2008.00267.x

By:

Christensen, Jens H. E.;
Diebold, Francis X.;
Rudebusch, Glenn D.

Publication type:

Article

Credit rating, post‐earnings‐announcement drift, and arbitrage from transient institutions.

Published in:: Journal of Business Finance & Accounting, 2021, v. 48, n. 7/8, p. 1434, doi. 10.1111/jbfa.12520
Publication type:: Article

Arbitrage Bounds and UK Unit Trust Performance.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 3/4, p. 580, doi. 10.1111/j.1468-5957.2008.02077.x

By:

Fletcher, Jonathan;
Ntozi-Obwale, Patricia

Publication type:

Article

The International Transmission of Arbitrage Information Across Futures Markets.

Published in:

Journal of Business Finance & Accounting, 2005, v. 32, n. 5/6, p. 973, doi. 10.1111/j.0306-686X.2005.00619.x

By:

Bilson, Chris;
Brailsford, Tim;
Evans, Twm

Publication type:

Article

Building trust takes time: limits to arbitrage for blockchain-based assets.

Published in:

Review of Finance, 2024, v. 28, n. 4, p. 1345, doi. 10.1093/rof/rfae004

By:

Hautsch, Nikolaus;
Scheuch, Christoph;
Voigt, Stefan

Publication type:

Article

Bounded arbitrage and nearly rational behavior.

Published in:

Economic Theory, 2024, v. 77, n. 4, p. 941, doi. 10.1007/s00199-023-01515-y

By:

Nascimento, Leandro

Publication type:

Article

Limits to Arbitrage and Value Investing: Evidence From Brazil.

Published in:

Latin American Business Review, 2013, v. 14, n. 2, p. 107, doi. 10.1080/10978526.2013.808943

By:

Galdi, FernandoCaio;
Lopes, AlexsandroBroedel

Publication type:

Article

The Variation of Financial Arbitrage via the Use of an Information Wave Function.

Published in:

International Journal of Theoretical Physics, 2008, v. 47, n. 1, p. 193, doi. 10.1007/s10773-007-9506-z

By:

Haven, Emmanuel

Publication type:

Article

Between arbitrage and speculation: an economy of belief and doubt.

Published in:

Economy & Society, 2007, v. 36, n. 3, p. 396, doi. 10.1080/03085140701428365

By:

Miyazaki, Hirokazu

Publication type:

Article

'The sociology of arbitrage': a comment on MacKenzie.

Published in:

Economy & Society, 2004, v. 33, n. 2, p. 239, doi. 10.1080/03085140410001677148

By:

Hardie, Iain

Publication type:

Article

Long-Term Capital Management and the sociology of arbitrage.

Published in:

Economy & Society, 2003, v. 32, n. 3, p. 349, doi. 10.1080/03085140303130

By:

MacKenzie, Donald

Publication type:

Article

Risk Arbitrage Opportunities for Stock Index Options.

Published in:

Operations Research, 2021, v. 69, n. 1, p. 100, doi. 10.1287/opre.2020.2012

By:

Post, Thierry;
Longarela, Iňaki Rodríguez

Publication type:

Article

Exploring South African/USA cryptocurrency arbitrage.

Published in:

African Journal of Innovation & Entrepreneurship (AJIE), 2024, v. 3, n. 2, p. 101, doi. 10.31920/2753-314X/2024/v3n2a5

By:

Hutton, Jamie;
van Vuuren, Gary

Publication type:

Article

INTEREST RATES SENSITIVITY ARBITRAGE -- THEORY AND PRACTICAL ASSESMENT FOR FINANCIAL MARKET TRADING.

Published in:

Business, Management & Economics Engineering, 2021, v. 19, n. 1, p. 12, doi. 10.3846/bmee.2021.12658

By:

STADNIK, Bohumil

Publication type:

Article

Disaggregating Multinationality: An Empirical Examination of Aggregation, Adaptation, and Arbitrage Activities by U.S. Multinational Corporations.

Published in:

Strategy Science, 2022, v. 7, n. 2, p. 90, doi. 10.1287/stsc.2022.0158

By:

Berry, Heather;
Kaul, Aseem

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