much is an investor willing to pay for learning some inside information that allows to achieve arbitrage? If such a value … exists, we call it the value of informational arbitrage. In particular, we are interested in the case where the inside … information yields arbitrage opportunities but not unbounded profits with bounded risk. In the spirit of Amendinger et al. (2003 …

to arbitrage and it's consequence on the informativeness of prices. Using the existence of an acquirer termination fees …

others. This statement coincides with the increasing use of arbitrage-related hedge fund strategies whereas it collides with … Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a … difference in the trading pattern, information content and resulting impact on stock returns of arbitrage- versus valuation …