positive correlation between the equity and derivative holdings of mutual fund schemes against the Nifty Arbitrage 50 Index and … – the Securities and Exchange Board of India (SEBI) are making Arbitrage funds get attention. Low risk, attractive tax … their arbitrage schemes with a minimum of 65 percent exposure to equity and equity-equivalent exposure to explore arbitrage …

We examine how institutional ownership structure gives rise to limits to arbitrage through its impact on short … costs of shorting, and higher arbitrage risk. These constraints limit the ability of arbitrageurs to take short positions …

without factors, but with a continuum of securities that have returns driven by a string. In this model, the arbitrage …

distinguished player if he also can trade shares of the firm on a market. Arbitrage-free asset pricing theory suggests that the … hypothesis. It further involves a substantial reinterpretation of traditional no-arbitrage towards a game-theoretic understanding … behavior. -- excess returns ; underpricing ; no-arbitrage ; asset pricing ; corporate finance …

both proxies for cross-sectional and time-varying limits to arbitrage. Prices typically diverge following a sequence of …