stock index that trade like shares of stock. Arbitrage costs are low because these assets have low fundamental risk, low … redemption feature facilitates arbitrage so that sophisticated traders can take advantage of and eliminate mispricing. However … performance of the S&P MidCap 400 index, an index of moderate capitalization firms, and are expected to have higher arbitrage …

terms of flight characteristics, fuel burn, noise, and emissions. These coefficients are then utilized to model flight …

pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We … embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component …. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance …

incorporates multi-disciplinary modules for modellinggas turbine and aircraft performance, estimation of engine weight, noise and …

asset classes and co-movement, especially in hard-to-arbitrage fund classes. Fund discounts also exhibit significantly … arbitrage capital, and as predicted by behavioral finance models of costly arbitrage, sentiment then matters more and is closely …