Search Results - subject:"pricing"

Latency arbitrage and the synchronized placement of orders

Kuhle, Wolfgang - In: Financial innovation : FIN 9 (2023) 1, pp. 1-18

We argue that owing to traders' inability to fully express their preferences over the execution times of their orders, contemporary stock market designs are prone to latency arbitrage. In turn, we propose a new order type, which allows traders to specify the time at which their orders are...

Persistent link: https://www.econbiz.de/10014363975

Flash Loan Arbitrage Bot

Kanojia, Rohan - 2023

order to exploit pricing inefficiencies across several exchanges and then executing lucrative trades before repaying the …

Persistent link: https://www.econbiz.de/10014354465

Time-Varying Arbitrage Capital

Rouxelin, Florent - 2023

I explore the premise that the abundance of arbitrage capital varies over time and that future asset prices, proxied by a set of cross-sectional stock anomalies, depend on arbitrage capital availability. When arbitrage capital is abundant, investors are able to deploy capital flow successfully,...

Persistent link: https://www.econbiz.de/10014354707

An Introduction to Arbitrage Trading Strategies

Burgess, Nicholas - 2023

Arbitrage trading strategies are a class of trading strategies that involve buying and selling financial instruments to take advantage of price discrepancies. The goal of arbitrage trading is to make a profit from the differences in prices between securities or markets, without taking on...

Persistent link: https://www.econbiz.de/10014355180

Intertemporal Bundling

Lu, Jingfeng; ZHAO, Wenbo - 2023

This paper studies when and how intertemporal bundling arises in optimal dynamic selling mechanisms in a two-period setting, in which two objects are available for sale sequentially in different periods. When the buyer’s values of the two objects are independent, in contrast to conventional...

Persistent link: https://www.econbiz.de/10014358490

An Arbitrage Approach to Informed Order Flow

An, Yu; Zheng, Zeyu - 2023

We propose a new approach to modeling informed order flows. Our approach generalizes arbitrage pricing to incorporate …

Persistent link: https://www.econbiz.de/10014349674

Bundling and Pricing Strategies in Crowdfunding

Wang, Lu; Wang, Xue; Wei, Hang - 2023

projects. The creator should select the mechanism and pricing policy accurately to maximize the expected profit. Based on a two …-period model, we compare two mechanisms with several pricing policies for all-or-nothing (AoN) reward-based crowdfunding campaigns …. In particular, the creator has two products to promote. Thus, in addition to the pricing policy, the creator decides …

Persistent link: https://www.econbiz.de/10014350839

Dividend-Tax Arbitrage and its Impact on the Stock Market

Liu, Wen-Rang; Chiang, Yao-Min; Chung, San-Lin - 2023

This study uncovers a unique dividend-tax arbitrage strategy that provides high-bracket investors the opportunity to circumvent taxation on dividend income. As the first comprehensive analysis, we examine diverse investor types, implementation techniques, and implications on stock prices....

Persistent link: https://www.econbiz.de/10014351209

Product Bundling and Exploitative Pricing in Prison Telecommunications Contracts

Sen, Preetul; Selfe, Natalie; Sanyal, Paroma; Bazelon, … - 2023

The Federal Communications Commission (FCC) regulates the interstate rates for inmate calling services, and over the years, has made some progress in lowering rates from egregiously high historic levels. However, correctional facilities, in large part, rely on the same provider for both voice...

Persistent link: https://www.econbiz.de/10014352713

Platforms as arbitrageurs and facilitators of arbitrage : a simple analysis

Waterson, Michael - 2023

Persistent link: https://www.econbiz.de/10014430042