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Arbitrage and deflators in ill...
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Pacific-Basin finance journal
The journal of futures markets
61
Journal of financial economics
48
NBER working paper series
43
Journal of banking & finance
40
The journal of finance : the journal of the American Finance Association
39
Working paper / National Bureau of Economic Research, Inc.
37
The review of financial studies
36
NBER Working Paper
34
Discussion paper / Centre for Economic Policy Research
32
Finance and stochastics
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
International review of financial analysis
29
Journal of financial markets
27
Finance and Stochastics
26
MPRA Paper
26
Post-Print / HAL
26
Finance research letters
25
CEPR Discussion Papers
24
Economics Papers from University Paris Dauphine
23
Discussion papers / CEPR
21
International journal of theoretical and applied finance
21
Journal of empirical finance
21
Energy economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Quantitative finance
20
International review of economics & finance : IREF
19
Working Paper
19
IMF Working Papers
18
Journal of international financial markets, institutions & money
18
Journal of mathematical economics
18
Journal of financial and quantitative analysis : JFQA
17
Mathematics and financial economics
17
Research paper series / Swiss Finance Institute
17
Applied economics
16
Documents de travail du Centre d'Economie de la Sorbonne
16
Working paper
16
Annals of finance
15
Discussion Paper Serie B
15
Discussion paper / LSE Financial Markets Group
15
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ECONIS (ZBW)
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1
Capital gains,
illiquidity
, and stock returns
Lei, Xiaoyan
;
Zhou, Yuegang
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
25
(
2013
),
pp. 273-293
Persistent link: https://www.econbiz.de/10010346740
Saved in:
2
Why is the Amihud (2002) measure priced in Taiwan :
Illiquidity
or mispricing?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Lu, Chien-Lin
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463259
Saved in:
3
The economics and politics of index
arbitrage
in the US and Japan
Miller, Merton H.
- In:
Pacific-Basin finance journal
1
(
1993
)
1
,
pp. 3-11
Persistent link: https://www.econbiz.de/10001158637
Saved in:
4
International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10001204433
Saved in:
5
Message traffic restrictions and relative pricing efficiency : evidence from index futures contracts and exchange-traded funds
Lepone, Andrew
;
Wen, Jun
;
Yang, Jin Young
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 366-375
Persistent link: https://www.econbiz.de/10012035198
Saved in:
6
Private information advantage or overconfidence? : performance of intraday
arbitrage
speculators in the Chinese stock market
Zhang, Xiaotao
;
Liang, Junpeng
;
He, Feng
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012231125
Saved in:
7
Margin-trading volatility and stock price crash risk
Lv, Dayong
;
Wu, Wenfeng
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 179-196
Persistent link: https://www.econbiz.de/10012169576
Saved in:
8
Detecting the great short squeeze on Volkswagen
Godfrey, Keith R. L.
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 323-334
Persistent link: https://www.econbiz.de/10011712256
Saved in:
9
Automated liquidity provision
Gerig, Austin
;
Michayluk, David
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011800792
Saved in:
10
The impact of latency sensitive trading on high frequency
arbitrage
opportunities
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
;
Zhang, Shunquan
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 91-102
Persistent link: https://www.econbiz.de/10011800821
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