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Arbitrage bots in experimental asset markets
Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - In: Journal of economic behavior & organization : JEBO 206 (2023), pp. 262-278
Persistent link: https://www.econbiz.de/10014247343
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Connecting supply, short-sellers and stock returns : research challenges
Reed, Adam V. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 97-103
Persistent link: https://www.econbiz.de/10011438628
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Intraday indirect arbitrage between European index ETFs
Bassiouny, Aliaa; Tooma, Eskandar A. - In: International review of financial analysis 75 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012804074
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Bubbles and multiple-factor asset pricing models
Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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The contributions of Stephen A. Ross to financial economics
Brown, Stephen J.; Dybvig, Philip H.; Goetzmann, William N. - In: Annual review of financial economics 13 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012612519
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The extended SSVI volatility surface
Hendriks, Sebas; Martini, Claude - In: The journal of computational finance 22 (2018/2019) 5, pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
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Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levínský, René - In: The European journal of finance 29 (2023) 3, pp. 255-277
Persistent link: https://www.econbiz.de/10014322519
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A generalized portfolio approach to limited risk arbitrage : evidence from the MSCI global index change
Hau, Harald - 2007
Persistent link: https://www.econbiz.de/10003432305
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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2009
Persistent link: https://www.econbiz.de/10003856731
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Arbitrage, factor structure, and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - 1982
Persistent link: https://www.econbiz.de/10009571475