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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
109
Arbitrage pricing
109
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77
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57
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42
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26
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26
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Finance and stochastics
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ECONIS (ZBW)
109
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1
The market efficiency analysis of China’s copper options based on risk-free arbitrages
Zhang, Huiming
;
Ma, Zhen
;
Qian, Siji
- In:
Applied economics
56
(
2024
)
15
,
pp. 1834-1862
Persistent link: https://www.econbiz.de/10014473235
Saved in:
2
Arbitrage opportunities and event impacts on Spanish rights issues
Verdú, Manuel
;
Carchano, Óscar
;
Farinós Viñas, …
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014469923
Saved in:
3
Insurance-finance arbitrage
Artzner, Philippe
;
Eisele, Karl-Theodor
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 739-773
Persistent link: https://www.econbiz.de/10014565272
Saved in:
4
Bounded arbitrage and nearly rational behavior
Nascimento, Leandro Gonçalves do
- In:
Economic theory
77
(
2024
)
4
,
pp. 941-974
Persistent link: https://www.econbiz.de/10014553054
Saved in:
5
Financial regulatory arbitrage and the financialization of commodities
Zheng, Zunxin
;
Zhang, Gaiyan
;
Ni, Yingzhao
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 826-853
Persistent link: https://www.econbiz.de/10014536691
Saved in:
6
ETF ownership and stock pricing efficiency : the role of ETF arbitrage
Zhao, Zhihua
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014530776
Saved in:
7
Price discovery and triangular arbitrage in currency markets
Wu, Zhen-Xing
;
Gau, Yin-feng
;
Chen, Yu-Lun
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478136
Saved in:
8
Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances
Hu, Jianhua
;
Ding, Hao
;
Liu, Xiaoqian
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1169-1195
Persistent link: https://www.econbiz.de/10014391448
Saved in:
9
The disappearing profitability of volatility-managed equity factors
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466364
Saved in:
10
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467063
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