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Arbitrage
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Journal of financial economics
The journal of futures markets
210
Working paper / National Bureau of Economic Research, Inc.
203
IMF Working Papers
196
NBER working paper series
192
NBER Working Paper
141
International journal of theoretical and applied finance
111
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Finance research letters
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Journal of empirical finance
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ECONIS (ZBW)
104
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1
Turning alphas into betas :
arbitrage
and endogenous risk
Cho, Thummim
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10012652836
Saved in:
2
Limited
arbitrage
between equity and credit markets
Kapadia, Nikunj
;
Pu, Xiaoling
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 565-580
Persistent link: https://www.econbiz.de/10009666810
Saved in:
3
Arbitrage
crashes and the speed of capital
Mitchell, Mark
;
Pulvino, Todd
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 469-490
Persistent link: https://www.econbiz.de/10009622475
Saved in:
4
Overcoming limits of
arbitrage
: theory and evidence
Homberta, Johan
;
Thesmar, David
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10010255544
Saved in:
5
Special issue: Limits on
arbitrage
2002
Persistent link: https://www.econbiz.de/10001712385
Saved in:
6
Intraday
arbitrage
between ETFs and their underlying portfolios
Box, Travis
;
Davis, Ryan
;
Evans, Richard
;
Lynch, Andrew
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1078-1095
Persistent link: https://www.econbiz.de/10012873154
Saved in:
7
The impact of
arbitrage
on market liquidity
Rösch, Dominik
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 195-213
Persistent link: https://www.econbiz.de/10012650701
Saved in:
8
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:
9
Trading and
arbitrage
in cryptocurrency markets
Makarov, Igor
;
Schoar, Antoinette
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10012543080
Saved in:
10
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
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