Narrow search
Showing 1 - 10 of 2,177
Cover Image
Risk Arbitrage, A Probabilistic Approach Over 1998-2010 in the US and Canada
Dieudonne, Stephane - 2010
This document is a quantitative analysis of risk arbitrage strategy across a sample of 1,911 M&A deals announced … risk arbitrage spread calculated over the first five days following the announcement of the bid. Ultimately, it is hoped …
Persistent link: https://www.econbiz.de/10013135952
Cover Image
Three essays in market microstructure
Zabotina, Tatyana V. - 2002
Persistent link: https://www.econbiz.de/10003777581
Cover Image
North American oriented strand board markets, arbitrage activity, and market price dynamics : a smooth transition approach
Goodwin, Barry K.; Holt, Matthew T.; Prestemon, Jeffrey P. - In: American journal of agricultural economics 93 (2011) 4, pp. 993-1014
Persistent link: https://www.econbiz.de/10009377261
Cover Image
Arbitrage, institutional investor, and the Monday effect
Pettengill, Glenn N.; Wingender, John R.; Kohli, Raj K. - In: Quarterly journal of business and economics : QJBE 42 (2003) 3/4, pp. 49-63
Persistent link: https://www.econbiz.de/10002416372
Cover Image
Arbitrage, carrying costs, and inflation : a reexamination of market efficiency in treasury bill futures
Lin, James Wuh - In: International review of economics & finance : IREF 5 (1996) 2, pp. 207-222
Persistent link: https://www.econbiz.de/10001208596
Cover Image
Costly arbitrage: evidence from closed-end funds
Pontiff, Jeffrey - In: The quarterly journal of economics 111 (1996) 4, pp. 1135-1151
Persistent link: https://www.econbiz.de/10001211911
Cover Image
Another day, another collar : an evaluation of the effects of NYSE rule 80A on trading costs and intermarket arbitrage
Overdahl, James A. - In: The journal of business : B 71 (1998) 1, pp. 27-53
Persistent link: https://www.econbiz.de/10001233462
Cover Image
Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.> - In: The review of financial studies 9 (1996) 1, pp. 301-332
Persistent link: https://www.econbiz.de/10001198903
Cover Image
Arbitrage with holding costs : a utility-based approach
Tuckman, Bruce - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1283-1302
Persistent link: https://www.econbiz.de/10001133696
Cover Image
Posted versus effective spreads : good prices or bad quotes?
Petersen, Mitchell A. - In: Journal of financial economics 35 (1994) 3, pp. 269-292
Persistent link: https://www.econbiz.de/10001160847