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An arbitrage perspective of the purpose and structure of financial markets
Dubil, Robert - 2008
Persistent link: https://www.econbiz.de/10003763467
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Options: risk reducing or creating?
Morozova, Marianna - In: Market risk and financial markets modeling, (pp. 171-189). 2012
Persistent link: https://www.econbiz.de/10009514439
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ECU-Finanztitel : Bewertung und Hedge-Eigenschaften
Müller, Sigrid M. - In: Monetäre Konfliktfelder der Weltwirtschaft : in …, (pp. 335-349). 1991
Persistent link: https://www.econbiz.de/10001311348
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Stock index arbitrage and stock price volatility in the Athens derivatives exchange
Michalopoulos, M.; Zopounidis, Constantin; Stavroulakis, K. - In: New trends in banking management : with 42 tables, (pp. 233-250). 2002
Persistent link: https://www.econbiz.de/10001708787
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Arbitrage, state prices and portfolio theory
Dybvig, Philip H.; Ross, Stephen A. - 2003
Persistent link: https://www.econbiz.de/10001832876
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Der Handel deutscher Aktien in New York: einige empirische Erkenntnisse
Hirsch, Thomas; Schiereck, Dirk - In: Finanzmanagement 1999, (pp. 195-211). 1999
Persistent link: https://www.econbiz.de/10001438633
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Commodity futures markets and trading strategies opportunities
Falbo, Paolo - In: Modelling techniques for financial markets and bank …, (pp. 48-64). 1996
Persistent link: https://www.econbiz.de/10001292510
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Arbitrage chains
Dow, James; Gorton, Gary - In: New research in financial markets, (pp. 175-205). 2001
Persistent link: https://www.econbiz.de/10001674485
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Non-linear dependence modeling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher; Stübinger, Johannes - In: Essays on quantitative finance in the context of …, (pp. 11-45). 2018
Persistent link: https://www.econbiz.de/10011901803
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Arbitrage opportunities between gold exchange-traded funds
Kharma, Céline - In: Essays on exchange traded funds, market quality and …, (pp. 1-32). 2018
Finally, I further explore the topic of ETF competition in the context of arbitrage. Three perfectly substitutable ETFs … other. This constitutes an ideal setting for a relative value arbitrage strategy. In the third paper, I identify instances … of mispricing between the three gold ETFs which create arbitrage opportunities. Increased trading pressure following the …
Persistent link: https://www.econbiz.de/10011962540