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Hedge fund treasury trading and funding fragility : evidencefrom the COVID-19 crisis
Kruttli, Mathias S.; Monin, Phillip J.; Petrasek, Lubomir; … - 2021
Persistent link: https://www.econbiz.de/10012609327
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Limits of arbitrage : the state of the theory
Gromb, Dennis; Vayanos, Dimitri - 2010
Persistent link: https://www.econbiz.de/10003951926
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Limits of arbitrage : the state of the theory
Gromb, Denis; Vayanos, Dimitri - 2010
Persistent link: https://www.econbiz.de/10003958019
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Limits of arbitrage
Gromb, Denis; Vayanos, Dimitri - In: Annual review of financial economics 2 (2010), pp. 251-275
Persistent link: https://www.econbiz.de/10008797775
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Limits of arbitrage : the state of the theory
Gromb, Dennis; Vayanos, Dimitri - 2010
Persistent link: https://www.econbiz.de/10008807580
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Limits of arbitrage : the state of the theory
Gromb, Denis; Vayanos, Dimitri - 2010
Persistent link: https://www.econbiz.de/10003941052
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The interaction between funding liquidity and market liquidity : evidence from subprime and European crises
Takeyama, Azusa; Tsuchida, Naoshi - 2015
Persistent link: https://www.econbiz.de/10011375981
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Return spread and liquidity : evidence from Hong Kong ADRs
Dey, Malay K.; Wang, Chaoyan - In: Research in international business and finance 26 (2012) 2, pp. 164-180
Persistent link: https://www.econbiz.de/10009618267
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Did liquidity providers become liquidity seekers?
Choi, Jaewon; Shachar, Or - 2013
. Corporate bond inventory of dealers rose sharply as a result. Although providing liquidity, limits to arbitrage, possibly in the …
Persistent link: https://www.econbiz.de/10010202650
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Deal Risk, Liquidity Risk, and the Profitability of Risk Arbitrage
Wei, Jie (Diana) - 2011
, observed risk-arbitrage spreads compensate arbitrageurs for liquidity risk and deal failure risk. We conclude that the risk in … risk-arbitrage has been systematically underestimated. Finally, we document an interaction between deal risk (a technical …
Persistent link: https://www.econbiz.de/10013125044