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Lock! : risk-free arbitrage in the Japanese racetrack betting market
Ashiya, Masahiro - In: Journal of sports economics 16 (2015) 3, pp. 322-330
Persistent link: https://www.econbiz.de/10010515959
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Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando; Perez-Ostafe, Lavinia - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
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Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo; Webb, Alexander - In: The journal of futures markets 42 (2022) 3, pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
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Arbitrageur behavior in sentiment-driven asset-pricing
Kilic, Erdem; Göksel, Oğuzhan - In: Annals of financial economics 16 (2021) 3, pp. 1-37
Persistent link: https://www.econbiz.de/10013185459
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Hedging, arbitrage, and the financialization of commodities markets
Tropeano, Domenica - In: International journal of political economy : a journal … 45 (2016) 3, pp. 241-256
Persistent link: https://www.econbiz.de/10011699731
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An elementary exposition of the no strong arbitrage principle for financial markets
Becker, Robert Allen - 2017
Persistent link: https://www.econbiz.de/10011688412
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Sources of financial synchronism : arbitrage theory and the promise of risk-free profit
Langenohl, Andreas - In: Finance and society 4 (2018) 1, pp. 26-40
This article argues that the temporality of the financial economy ought to be seen as radically synchronistic. "Synchronism" refers to both an epistemological and practical approach that addresses finance neither with a view to the past nor to the future, but is instead focused on the moment...
Persistent link: https://www.econbiz.de/10012034585
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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Origins of arbitrage
Poitras, Geoffrey - In: Financial history review 28 (2021) 1, pp. 96-123
Persistent link: https://www.econbiz.de/10012523312
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ETF arbitrage under liquidity mismatch
Pan, Kevin; Zeng, Yao - 2017
fragility of these ETFs. We focus on corporate bond ETFs and examine the role of authorized participants (APs) in ETF arbitrage …. In addition to their role as dealers in the underlying bond market, APs also play a unique role in arbitrage between the … conflict is small, liquidity mismatch reduces the arbitrage capacity of ETFs; as the conflict increases, an inventory …
Persistent link: https://www.econbiz.de/10011978386