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Estimation
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8
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Mancini, Loriano
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Working paper / National Bureau of Economic Research, Inc.
18
Journal of banking & finance
16
Journal of financial economics
16
Discussion paper / Centre for Economic Policy Research
14
International review of financial analysis
13
The journal of futures markets
13
Applied financial economics
11
Research paper series / Swiss Finance Institute
10
The journal of finance : the journal of the American Finance Association
10
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9
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial economic policy
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Reihe: Finanzierung, Kapitalmarkt und Banken
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ECONIS (ZBW)
808
Showing
1
-
10
of
808
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date (oldest first)
1
Levered Noise and the Limits of
Arbitrage
Pricing : Implications for the Term Structure of Equity Risk Premia
Boguth, Oliver
-
2019
We show theoretically and empirically that no-
arbitrage
pricing magnifies the importance of noise when replication …
Persistent link: https://www.econbiz.de/10012905818
Saved in:
2
Systematic limited
arbitrage
and the cross-section of stock returns : evidence from exchange traded funds
DeLisle, R. Jared
;
McTier, Brian C.
;
Smedema, Adam R.
- In:
Journal of banking & finance
70
(
2016
),
pp. 118-136
Persistent link: https://www.econbiz.de/10011635135
Saved in:
3
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
Saved in:
4
Gauß-Zinsmodelle und Bewertung an der Deutschen Terminbörse
Madjlessi, Foruhar
-
1996
Persistent link: https://www.econbiz.de/10000964136
Saved in:
5
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
6
Arbitraging the Basel securitization framework : evidence from German ABS investment
Efing, Matthias
-
2015
This paper provides evidence for regulatory
arbitrage
within the class of assetbacked securities (ABS) based on …
Persistent link: https://www.econbiz.de/10011391709
Saved in:
7
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:
8
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:
9
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:
10
Weak-form market efficiency of the Brazilian exchange rate : evidence from an artificial neural network model
Palma, Andreza Aparecida
;
Sartoris, Alexandre
- In:
Latin American business review : journal of the …
17
(
2016
)
2
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011533040
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