Works matching DE "ARBITRAGE"

Results: 1781

Why Do They Follow Each Other? The Highly Correlated Nominal and Inflation-Protected Rates of Interest.

Published in:

Journal of Fixed Income, 2025, v. 35, n. 1, p. 18, doi. 10.3905/jfi.2025.1.205

By:

Kraizberg, Elli

Publication type:

Article

Investor sentiment, limits to arbitrage, and hard-to-value stocks.

Published in:

Review of Quantitative Finance & Accounting, 2025, v. 65, n. 2, p. 573, doi. 10.1007/s11156-024-01353-6

By:

Zhu, Zhaobo;
Shen, Dehua

Publication type:

Article

VI. Basel III Reforms: Analysis and Potential Impact on U.S. Banks.

Published in:

Review of Banking & Financial Law, 2017, v. 36, n. 2, p. 498

By:

Brouillard, Steven

Publication type:

Article

XV. The U.S. Chamber Opposes the Federal Reserve Board’s New Commodity Rule.

Published in:

Review of Banking & Financial Law, 2017, v. 36, n. 2, p. 621

By:

Ayers-Mann, John

Publication type:

Article

V. The Revolt against High-Frequency Trading: From Flash Boys, to Class Actions, to IEX.

Published in:

Review of Banking & Financial Law, 2016, v. 35, n. 2, p. 483

By:

Jaramillo, Cristina

Publication type:

Article

The Profitability and Arbitrage Efficiency of the Chicago Mercantile Exchange Nikkei 225 Futures.

Published in:

Asia-Pacific Financial Markets, 2025, v. 32, n. 2, p. 743, doi. 10.1007/s10690-024-09469-4

By:

Qin, Jieye

Publication type:

Article

A Note on "Desired Money Balances" and Menu Costs.

Published in:

Quarterly Journal of Austrian Economics, 2025, v. 28, n. 1, p. 61, doi. 10.35297/001c.141354

By:

Newman, Jonathan

Publication type:

Article

On general financial markets with concave transactions costs.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2025, v. 30, n. 11, p. 1, doi. 10.3934/dcdsb.2025012

By:

Rygiel, Agnieszka;
Stettner, Lukasz

Publication type:

Article

A Comparative Analysis of Price Forecasting Methods for Maximizing Battery Storage Profits.

Published in:

Energies (19961073), 2025, v. 18, n. 13, p. 3309, doi. 10.3390/en18133309

By:

Fiori Maccioni, Alessandro;
Sbaraglia, Simone;
Mahmoudvand, Rahim;
Zedda, Stefano

Publication type:

Article

ZALEŻNOŚĆ GOSPODAREK PAŃSTW CZŁONKOWSKICH UNII EU ROPEJSKIEJ OD IMPORTU METALI.

Published in:

Optimum. Economic Studies, 2025, v. 120, n. 2, p. 356, doi. 10.15290/oes.2025.02.120.18

By:

Król, Paulina

Publication type:

Article

Non-Uniqueness of Best-Of Option Prices Under Basket Calibration.

Published in:

Risks, 2025, v. 13, n. 6, p. 117, doi. 10.3390/risks13060117

By:

Ahnouch, Mohammed;
Elaachak, Lotfi;
Ghadi, Abderrahim

Publication type:

Article

Linking Futures and Options Pricing in the Natural Gas Market.

Published in:

Risks, 2025, v. 13, n. 6, p. 107, doi. 10.3390/risks13060107

By:

Rotondi, Francesco

Publication type:

Article

A Container‐Based Cloud Broker for Effective Service Provisioning in Multicloud Environment.

Published in:

International Journal of Intelligent Systems, 2025, v. 2025, p. 1, doi. 10.1155/int/1009713

By:

P., Vinothiyalakshmi;
Nagarajan, Rajganesh;
Thirunavukarasu, Ramkumar;
J., Arun Pandian;
Kotei, Evans;
Said, El Kafhali

Publication type:

Article

Application and Model of Term Structure of Stochastic Interest Rate Based on the Inflation Rate.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 2, p. 191

By:

Yonghong Ma;
Rongxi Zhou;
Zhenguang Li

Publication type:

Article

The Analyses of Risk Premium and the Model Revisions About Capital Asset Pricing Models.

Published in:

Journal of Systems Science & Information, 2006, v. 4, n. 2, p. 381

By:

Zetao Yan;
Linjie Sun;
Chuanliang Jia;
Lei Ji

Publication type:

Article

COGNITIVE ARBITRAGE: THE OUTSOURCING OF INTELLIGENCE.

Published in:

Performance Improvement, 2024, v. 63, n. 2, p. 74, doi. 10.56811/PFI-24-0015

By:

Eicher, James P.;
Mea, William J.

Publication type:

Article

Who Needs this Roller Coaster?

Published in:

Fraser Forum, 2004, p. 17

By:

Grubel, Herbert G.

Publication type:

Article

Commerce on the Stock and Commodity Exchanges [Die Boörsenverkehr].

Published in:

Theory & Society, 2000, v. 29, n. 3, p. 339, doi. 10.1023/A:1007003313032

By:

Weber, Max

Publication type:

Article

CURRENCY FUTURES PRICING EFFICIENCY AND ARBITRAGE.

Published in:

International Journal of Finance, 2010, v. 22, n. 4, p. 6463

By:

Pavlova, Ivelina;
Parhizgari, A. M.

Publication type:

Article

REGIME-DEPENDENT NONLINEAR ANALYSIS OF HEDGE FUNDS.

Published in:: International Journal of Finance, 2009, v. 21, n. 4, p. 6276
Publication type:: Article

A REVISIT TO n-CURRENCY ARBITRAGE.

Published in:

International Journal of Finance, 2008, v. 20, n. 4, p. 4980

By:

Youngna Choi;
Yoon, Yeomin

Publication type:

Article

ARBITRAGE OPPORTUNITY OF ADR: TAIWAN EVIDENCE.

Published in:

International Journal of Finance, 2006, v. 18, n. 3, p. 4127

By:

Chien-Chung Nieh;
Ming-Che Chou

Publication type:

Article

ARBITRAGE STRATEGY WITH N CURRENCIES.

Published in:

International Journal of Finance, 2006, v. 18, n. 3, p. 4105

By:

Youngna Choi;
Yeomin Yoon

Publication type:

Article

FAMA -- FRENCH THREE-FACTOR MODEL VERSUS ARBITRAGE PRICING THEORY ON ESTIMATING THE EXPECTED RETURNS ON VALUE STRATEGIES: Evidence from the Athens Stock Market.

Published in:

International Journal of Finance, 2006, v. 18, n. 3, p. 4073

By:

Iatridis, George;
Messis, Petros;
Blanas, George

Publication type:

Article

ERROR DECOMPOSITION, NONSTATIONARITY OF THE RISK PREMIUM, AND ARBITRAGE PRICING.

Published in:

International Journal of Finance, 2003, v. 15, n. 2, p. 2628

By:

Lin, Winston T.;
Chen, Yueh H.

Publication type:

Article

Endogenous Efficiency Gains from Mergers.

Published in:

Southern Economic Journal, 2016, v. 83, n. 1, p. 202, doi. 10.1002/soej.12126

By:

Atallah, Gamal

Publication type:

Article

Efficiency in Pari-Mutuel Betting Markets across Wagering Pools in the Simulcast Era.

Published in:

Southern Economic Journal, 2006, v. 72, n. 4, p. 926, doi. 10.2307/20111861

By:

Gramm, Marshall;
Owenst, Douglas H.

Publication type:

Article

Two-Part Pricing with Costly Arbitrage.

Published in:

Southern Economic Journal, 2001, v. 68, n. 2, p. 369, doi. 10.2307/1061599

By:

McManus, Brian

Publication type:

Article

Behavioral Biases and the Asset Growth Anomaly.

Published in:

Journal of Behavioral Finance, 2023, v. 24, n. 4, p. 511, doi. 10.1080/15427560.2022.2047684

By:

Ma, Qingzhong;
Whidbee, David;
Zhang, Wei

Publication type:

Article

The Effect of Confidence in Valuation Estimates on Arbitrager Behavior and Market Prices.

Published in:

Journal of Behavioral Finance, 2018, v. 19, n. 3, p. 349, doi. 10.1080/15427560.2018.1378219

By:

Murphy, Austin;
Fu, Liang

Publication type:

Article

Value of Analysts’ Consensus Recommendations and Investor Sentiment.

Published in:

Journal of Behavioral Finance, 2013, v. 14, n. 3, p. 213, doi. 10.1080/15427560.2013.819805

By:

Corredor, Pilar;
Ferrer, Elena;
Santamaria, Rafael

Publication type:

Article

The Mechanisms of Market Efficiency: An Introduction To The New Finance.

Published in:

Journal of Behavioral Finance, 2004, v. 5, n. 3, p. 180

By:

Olsen, Robert A.

Publication type:

Article

Pricing European Options in a Discrete Time Model for the Limit Order Book.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 985, doi. 10.1007/s11009-017-9610-3

By:

Simard, Clarence;
Rémillard, Bruno

Publication type:

Article

Bilateral Counterparty Risk Valuation on a CDS with a Common Shock Model.

Published in:

Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 643, doi. 10.1007/s11009-013-9323-1

By:

Dong, Yinghui;
Wang, Guojing;
Yuen, Kam

Publication type:

Article

Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 1, p. 247, doi. 10.1007/s10690-023-09400-3

By:

Kantamaneni, Hema Divya;
Asi, Vasudeva Reddy

Publication type:

Article

Optimal Pair–Trade Execution with Generalized Cross–Impact.

Published in:

Asia-Pacific Financial Markets, 2022, v. 29, n. 2, p. 253, doi. 10.1007/s10690-021-09349-1

By:

Ohnishi, Masamitsu;
Shimoshimizu, Makoto

Publication type:

Article

What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?

Published in:

Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 299, doi. 10.1007/s10690-007-9046-9

By:

Akahori, Jirô;
Tsuchiya, Takahiro

Publication type:

Article

Evidence on the arbitrage efficiency of SPI index futures and options markets.

Published in:

Asia-Pacific Financial Markets, 2006, v. 13, n. 1, p. 71, doi. 10.1007/s10690-007-9035-z

By:

Li, Steven;
Alfay, Elia

Publication type:

Article

Squared Bessel Processes and Their Applications to the Square Root Interest Rate Model.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 169, doi. 10.1023/A:1024173313448

By:

Shirakawa, Hiroshi

Publication type:

Article

No Arbitrage Condition for Positive Diffusion Price Processes.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 159, doi. 10.1023/A:1024173029378

By:

Delbaen, Freddy;
Shirakawa, Hiroshi

Publication type:

Article

A Note on Option Pricing for the Constant Elasticity of Variance Model.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 2, p. 85, doi. 10.1023/A:1022269617674

By:

Delbaen, Freddy;
Shirakawa, Hiroshi

Publication type:

Article

Forecasting and Arbitrage of the Nikkei Stock Index Futures: An Application of Backpropagation Networks.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 4, p. 341, doi. 10.1023/A:1010012728229

By:

Yu, Shang-Wu

Publication type:

Article

Evaluation of the Asian Option by the Dual Martingale Measure.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 183, doi. 10.1023/A:1010097114285

By:

Shirakawa, Hiroshi

Publication type:

Article

On Noncommutative Multi-Solitons.

Published in:

Communications in Mathematical Physics, 2003, v. 233, n. 2, p. 355, doi. 10.1007/s00220-002-0734-z

By:

Gopakumar, Rajesh;
Headrick, Matthew;
Spradlin, Marcus

Publication type:

Article

Der steinige Weg zum Recht am Beispiel der Sachverhaltsgestaltung des sog. Bondstripping: Zu den BFH-Entscheidungen v. 30.11.2022, FR 2023, 422, FR 2023, 426 und v. 16.3.2023, BFH/NV 2023, 808.

Published in:

FinanzRundschau, 2023, v. 105, n. 15, p. 687, doi. 10.9785/fr-2023-1051503

By:

Schmidt, Lutz;
Kleinert, Jens

Publication type:

Article

Effects of futures trading on the spot market bid-ask spread.

Published in:

Manchester School (1463-6786), 1998, v. 66, n. 1, p. 87, doi. 10.1111/1467-9957.00090

By:

Gerber, Silvia;
Simmons, Peter

Publication type:

Article

Term Structure of Interest Rates and Implied Market Frictions: The Min-Max Approach.

Published in:

Management Science, 2003, v. 49, n. 7, p. 965, doi. 10.1287/mnsc.49.7.965.16379

By:

Ioffe, Ioulia D.;
Prisman, Eliezer Z.

Publication type:

Article

Comment on "Generating Scenario Trees for Multistage Decision Problems"

Published in:

Management Science, 2002, v. 48, n. 11, p. 1512, doi. 10.1287/mnsc.48.11.1512.261

By:

Klaassen, Pieter

Publication type:

Article

A Mean-Variance Analysis of Self-Financing Portfolios.

Published in:

Management Science, 2002, v. 48, n. 3, p. 427, doi. 10.1287/mnsc.48.3.427.7725

By:

Korkie, Bob;
Turtle, Harry J.

Publication type:

Article

A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives.

Published in:

Management Science, 2000, v. 46, n. 1, p. 46, doi. 10.1287/mnsc.46.1.46.15124

By:

Das, Sanjiv Ranjan;
Sundaram, Rangarajan K.

Publication type:

Article