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Risk-arbitrage spreads and performance of risk arbitrage
Branch, Ben Shirley; Wang, Jia - In: The journal of alternative investments 11 (2008/09) 1, pp. 9-22
Persistent link: https://www.econbiz.de/10003779253
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A test od risk arbitrage proditability
Branch, Ben Shirley; Yang, Taewon - In: International review of financial analysis 15 (2006) 1, pp. 39-56
Persistent link: https://www.econbiz.de/10003286073
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Takeover success prediction and performance of risk arbitrage
Wang, Jia; Branch, Ben Shirley - In: The journal of business and economic studies 15 (2009) 2, pp. 10-25
Persistent link: https://www.econbiz.de/10003919504
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Is risk arbitrage market neutral : the case of stock swap offers with collars
Wang, Jia; Branch, Ben Shirley - In: Quarterly journal of finance & accounting : QJFA 51 (2014) 1/2, pp. 99-130
Persistent link: https://www.econbiz.de/10011336776
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Risk arbitrage for collared, uncollared stock swap offers
Wang, Jia; Branch, Ben Shirley - In: Banking and finance review 2 (2010) 2, pp. 37-52
Persistent link: https://www.econbiz.de/10008936593
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The performance of merger/risk arbitrage and sweetened offers in hostile takeovers
Branch, Ben Shirley; Yang, Taewon - In: Banking and finance review 2 (2010) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10008936646
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Predicting successful takeovers and risk arbitrage
Branch, Ben Shirley; Yang, Taewon - In: Quarterly journal of business and economics : QJBE 42 (2003) 1/2, pp. 4-18
Persistent link: https://www.econbiz.de/10002170828
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An empirical analysis of arbitrage opportunities in the Treasury bill futures market
Hegde, Shantaram P. - In: The journal of futures markets 5 (1985) 3, pp. 407-424
Persistent link: https://www.econbiz.de/10001128547