Anomaly discovery and arbitrage trading
Year of publication: |
2024
|
---|---|
Authors: | Xi, Dong ; Liu, Qi ; Lu, Lei ; Sun, Bo ; Yan, Hongjun |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 59.2024, 3, p. 933-955
|
Subject: | Arbitrage | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing |
-
No-arbitrage principle in conic finance
Vazifedan, Mehdi, (2020)
-
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando, (2015)
-
Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo, (2022)
- More ...
-
Anomaly Discovery and Arbitrage Trading
Dong, Xi, (2020)
-
Liu, Qi, (2015)
-
Incentive Contracting under Ambiguity-Aversion
Liu, Qi, (2017)
- More ...