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A simple approach to arbitrage...
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ECONIS (ZBW)
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1
A new approach to international
arbitrage
pricing
Bansal, Ravi
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1719-1747
Persistent link: https://www.econbiz.de/10001155970
Saved in:
2
Volume determination in stock and stock index futures markets : an analysis of
arbitrage
and volatility effects
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000741962
Saved in:
3
Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit
Neumann, Kai
-
1999
Der Autor analysiert die theoretische und empirische Preisbeziehung zwischen fixen Aktienindexterminkontrakten auf den gleichen Kontraktgegenstand (DAX) mit unterschiedlicher Fälligkeit. Die Untersuchung dieser Beziehung ist von der empirischen Kapitalmarktforschung bislang mit Hinweis auf die...
Persistent link: https://www.econbiz.de/10011401952
Saved in:
4
Non-parametric analysis of equity
arbitrage
Vortelinos, Dimitrios I.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
Saved in:
5
A partially linear approach to modeling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10011348414
Saved in:
6
A partially linear approach to modelling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
-
2012
-
This version: August 2012
This paper considers the dynamics of spot and futures prices in the presence of
arbitrage
. A partially linear error …
Persistent link: https://www.econbiz.de/10009750074
Saved in:
7
Arbitrage
risk and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
Saved in:
8
A partially linear approach to modelling the dynamics of spot and futures prices
Gaulke, Jürgen
(
contributor
);
Theissen, Erik
(
contributor
)
-
2008
In this paper we consider the dynamics of spot and futures prices in the presence of
arbitrage
. We propose a partially …
Persistent link: https://www.econbiz.de/10003750067
Saved in:
9
Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit
Neumann, Kai
-
1999
Persistent link: https://www.econbiz.de/10001422852
Saved in:
10
Mean reversion of standard & poor's 500 index basis changes :
arbitrage
-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
Saved in:
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