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Connectivity costs and price efficiency : an event study
Frino, Alex; Kovacevic, Ognjen; Mollica, Vito; Webb, … - In: The journal of futures markets 42 (2022) 2, pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
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Price dynamics and liquidity of exchange-traded funds
Madhavan, Ananth Narayan; Sobczyk, Aleksander - In: Journal of investment management : JOIM 14 (2016) 2, pp. 86-102
Persistent link: https://www.econbiz.de/10011691019
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Arbitrage chains
Dow, James; Gorton, Gary - 1993
Persistent link: https://www.econbiz.de/10000863079
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The informational content of frequently changing prices : implications for the structural organization of a securities market
Bronfman, Corinne M. - 1988
Persistent link: https://www.econbiz.de/10000837753
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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
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The impact of stock index arbitrage on equity markets - theory and evidence
Bhatt, Swati - 1987
Persistent link: https://www.econbiz.de/10000082786
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Margin trading, overpricing, and synchronization risk
Bhojraj, Sanjeev; Bloomfield, Robert J.; Taylor, William B. - In: The review of financial studies 22 (2009) 5, pp. 2059-2085
Persistent link: https://www.econbiz.de/10003886039
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A model of stock price adjustment after dividends
Borges, Maria Rosa - In: Journal of economic studies 36 (2009) 5/6, pp. 508-521
Persistent link: https://www.econbiz.de/10003915967
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Operation pricing and the arbitrage pricing theory
Chang, Jack S. K.; Shanker, Latha - In: The journal of financial research 10 (1987) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003512236
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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