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Arbitrage risk and stock mispricing
Doukas, John A.; Kim, Chansog; Pantzalis, Christos - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 907-934
Persistent link: https://www.econbiz.de/10008758081
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Dynamics of arbitrage
Ederington, Louis H.; Fernando, Chitru S.; Holland, … - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
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Anomaly discovery and arbitrage trading
Xi, Dong; Liu, Qi; Lu, Lei; Sun, Bo; Yan, Hongjun - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 3, pp. 933-955
Persistent link: https://www.econbiz.de/10015055395
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Convertible debt arbitrage crashes revisited
Lewis, Craig M.; Munyan, Ben; Verwijmeren, Patrick - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1926-1962
Persistent link: https://www.econbiz.de/10015055438
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Idiosyncratic risk, long-term reversal, and momentum
McLean, R. David - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 883-906
Persistent link: https://www.econbiz.de/10008758091
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Numerical valuation of high dimensional multivariate American securities
Barraquand, Jérôme - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 383-405
Persistent link: https://www.econbiz.de/10001218101
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A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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The two sides of derivatives usage : hedging and speculating with interest rate swaps
Chernenko, Sergey; Faulkender, Michael - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1727-1754
Persistent link: https://www.econbiz.de/10009623284
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The short-run dynamics of the price adjustment to new information
Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 117-134
Persistent link: https://www.econbiz.de/10001218108
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Day-of-the-week effects in financial futures : an analysis of GNMA, T-bond, T-note, and T-bill contracts
Tashjian, Elizabeth - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10001102371