This study uncovers a unique dividend-tax arbitrage strategy that provides high-bracket investors the opportunity to … present empirical evidence highlighting the activities of arbitrage traders in both stock and warrant markets. These traders … simultaneously sell stocks and buy call warrants before the ex-dividend day and close their arbitrage positions thereafter. Our …

recent developments in the theory of ordered vector spaces, specifically strongly reflexive cones and cones with semi …

literature attributes to mispricing of Treasury Inflation-Protected Securities (TIPS). In theory, factors driving TIPS mispricing …

I argue that arbitrage mistranslates factor information from ETFs to constituent securities and distorts comovement … but by their portfolio weights, causing securities to comove with the ETF based on a measure I call arbitrage sensitivity … – a combination of portfolio weight and price impact sensitivity – rather than fundamental exposures. Arbitrage …