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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
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Journal of monetary economics
1,402
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International economic review
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ECONIS (ZBW)
1,486
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1
Generalized stochastic
arbitrage
opportunities
Arvanitis, Stelios
;
Post, Thierry
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
Saved in:
2
Testing the APT with the maximum Sharpe ratio of extracted factors
Zhang, Chu
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1255-1266
Persistent link: https://www.econbiz.de/10003864260
Saved in:
3
Catching falling knives : speculating on liquidity shocks
Colliard, Jean-Edouard
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2573-2591
Persistent link: https://www.econbiz.de/10011741403
Saved in:
4
Speculation and the bond market : an empirical no-
arbitrage
framework
Barillas, Francisco
;
Nimark, Kristoffer P.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
Saved in:
5
Tractable term structure models
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Le, Anh
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8411-8429
Persistent link: https://www.econbiz.de/10014280217
Saved in:
6
The ex ante likelihood of bubbles
Chinco, Alex
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 1222-1244
Persistent link: https://www.econbiz.de/10014295478
Saved in:
7
When anomalies are publicized broadly, do institutions trade accordingly?
Calluzzo, Paul
;
Moneta, Fabio
;
Topaloglu, Selim
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4555-4574
Persistent link: https://www.econbiz.de/10012118078
Saved in:
8
Equilibrium strategies for final-offer arbitration: there is no median convergence
Brams, Steven J.
;
Merrill, Samuel
- In:
Management science : journal of the Institute for …
29
(
1983
)
8
,
pp. 927-941
Persistent link: https://www.econbiz.de/10003500150
Saved in:
9
Execution risk in high-frequency
arbitrage
Kozhan, Roman
;
Tham, Wing Wah
- In:
Management science : journal of the Institute for …
58
(
2012
)
11
,
pp. 2131-2149
Persistent link: https://www.econbiz.de/10009679737
Saved in:
10
A transaction-level analysis of spatial
arbitrage
: the role of habit, attention, and electronic trading
Overby, Eric
;
Clarke, Jonathan E.
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 394-412
Persistent link: https://www.econbiz.de/10009512148
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