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Showing
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1
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
2
Strong asymptotic
arbitrage
in the large fractional binary market
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10011485902
Saved in:
3
Do limits to
arbitrage
explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
4
Prospective strict no-
arbitrage
and the fundamental theorem of asset pricing under transaction costs
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1049-1077
Persistent link: https://www.econbiz.de/10012114690
Saved in:
5
Fragility of
arbitrage
and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
6
An analysis of the
arbitrage
efficiency of the Chinese SSE 50ETF options market
Zhang Huiming
;
Watada, Junzo
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 474-489
Persistent link: https://www.econbiz.de/10012203267
Saved in:
7
Arbitrage
, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo
;
Webb, Alexander
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
Saved in:
8
Arbitrageur behavior in sentiment-driven asset-pricing
Kilic, Erdem
;
Göksel, Oğuzhan
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10013185459
Saved in:
9
Building trust takes time : limits to
arbitrage
for blockchain-based assets
Hautsch, Nikolaus
;
Scheuch, Christoph
;
Voigt, Stefan
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
4
,
pp. 1345-1381
Persistent link: https://www.econbiz.de/10015046188
Saved in:
10
ETFs,
arbitrage
, and contagion
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
-
2011
Persistent link: https://www.econbiz.de/10009507310
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