reasoning. If arbitrage was indeed the cause of mean reversion, one would expect to see a quantity respose of trade flows at the … arbitrage, which requires a minimum divergence before the costs of arbitrage can be recouped. In this paper, we examine this … significant evidence of trade flows changing at the points of mean reversion. Alternative explanations of mean reversion, notably …

reasoning. If arbitrage was indeed the cause of mean reversion, one would expect to see a quantity respose of trade flows at the … arbitrage, which requires a minimum divergence before the costs of arbitrage can be recouped. In this paper, we examine this … significant evidence of trade flows changing at the points of mean reversion. Alternative explanations of mean reversion, notably …

News of enormous trade deficits began affecting asset prices in the mid-1980s. Some have suggested that trade deficit … news contributed to the October 1987 stock market crash. This argument would be more compelling if the trade deficit were a … source of systematic risk to asset prices, since then trade deficit news could have contributed to the increased perception …

paper thereforestudies whether pure arbitrage opportunities existed ina sports prediction market. Moreover, market … substantial arbitrage opportunities available.Furthermore, we find that market markers play animportant role in prediction markets …

The research in this paper is focus on macroeconomic analysis of trade and other relevant indicator for real economy … such as government net debt, exchange rate, interest rate, and especially the correlation between trade and growth. Today … trade is challenge for economists of small developing countries. The mail goal in this paper is theoretical analysis of some …

This paper sets forth the foundations for a transactional approach for the performance of arbitrage in foreign exchange … markets. Firstly, we review both the standard model of financial arbitrage and the so-called covered-interest arbitrage … expand on its main tools of analysis, namely differential rates, residual information sets, arbitrage gaps and transaction …

, even after moneyness scaling has been performed. This presents possible arbitrage opportunities on the (L)ETF market which … can be exploited by traders. We build possible arbitrage strategies by constructing portfolios with LETF shares and … investor. A dynamic "trade-with-the-smile" strategy based on a dynamic semiparametric factor model is presented. This strategy …