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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
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What does the high-dimensional factor analysis tell us about risk factors in the Australian stock market?
Bowers, Colin T.; Heaton, Christopher - In: Applied economics 45 (2013) 10/12, pp. 1395-1404
Persistent link: https://www.econbiz.de/10009718379
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How time horizons and arbitrage cost influence the turnover premium?
Li, Daye; Zhang, Xinmin - In: Applied economics 51 (2019) 44, pp. 4833-4848
Persistent link: https://www.econbiz.de/10012197119
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Non-linear dependence modelling with bivariate copulas : statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher; Stübinger, Johannes - In: Applied economics 49 (2017) 52, pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
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Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle
Lapshin, Victor - In: Applied economics 54 (2022) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10012873873
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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun; Zhao, Yonghong; Deng, Shijie - In: Applied economics 55 (2023) 23, pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
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An investigation into the dynamic relationship between international and China's crude oil prices
Chan, Hing-lin; Woo, Kai-yin - In: Applied economics 48 (2016) 22/24, pp. 2215-2224
Persistent link: https://www.econbiz.de/10011590477
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Interest rate arbitrage using the forwards and futures markets, 1977 - 85
Woodward, Richard S. - In: Applied economics 19 (1987) 10, pp. 1329-1335
Persistent link: https://www.econbiz.de/10001047344
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Index arbitrage and dynamics between REIT index futures and spot prices
Zhou, Jian - In: Applied economics 49 (2017) 19, pp. 1875-1885
Persistent link: https://www.econbiz.de/10011816956
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Cross-border commuting and consuming : an empirical investigation
Mathä, Thomas; Porpiglia, Alessandro; Ziegelmeyer, Michael - In: Applied economics 49 (2017) 20, pp. 2011-2026
Persistent link: https://www.econbiz.de/10011817041