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Hwang, Soosung; Rubesam, Alexandre - In: The European journal of finance 21 (2015) 7/9, pp. 584-607

Persistent link: https://www.econbiz.de/10011301218

Information spillover, profit opportunities, and return deviations analysis : the case of cross-listed BHP Billiton

Su, Roger; Yi, Ronghua; Hooper, Keith; Dutta, Amitabh - In: International journal of business and economics 12 (2013) 2, pp. 155-170

Persistent link: https://www.econbiz.de/10010236039

Direct and indirect effects of index ETFs on spot-futures pricing and liquidity : evidence from the CAC 40 index

Deville, Laurent; Gresse, Carole; Séverac, Béatrice de - In: European financial management : the journal of the … 20 (2014) 2, pp. 352-373

Persistent link: https://www.econbiz.de/10010350999

Leveraged ETF options implied volatility paradox : a statistical study

Härdle, Wolfgang; Nasekin, Sergey; Hong, Zhiwu - 2016

, even after moneyness scaling has been performed. This presents possible arbitrage opportunities on the (L)ETF market which … can be exploited by traders. We build possible arbitrage strategies by constructing portfolios with LETF shares and …

Persistent link: https://www.econbiz.de/10011437891

Cloud computing spot pricing dynamics : latency and limits to arbitrage

Cheng, Hsing Kenneth; Li, Zhi; Naranjo, Andy - In: Information systems research : ISR 27 (2016) 1, pp. 145-165

Persistent link: https://www.econbiz.de/10011460166

R 2 and idiosyncratic risk are not interchangeable

Li, Bin; Rajgopal, Shivaram; Venkatachalam, Mohan - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2261-2295

Persistent link: https://www.econbiz.de/10010469131

How does the change in investor sentiment over time affect stock returns?

Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158

Persistent link: https://www.econbiz.de/10010402965

Mispricing of book-tax differences and the trading behavior of short sellers and insiders

Chi, Sabrina S.; Pincus, Morton; Teoh, Siew Hong - In: The accounting review : a publication of the American … 89 (2014) 2, pp. 511-543

Persistent link: https://www.econbiz.de/10010407244

Drivers of structural change in cross-border banking since the global financial crisis

Bremus, Franziska; Fratzscher, Marcel - 2014

importance of regulatory arbitrage as a driver of cross-border bank flows since the global financial crisis. However, in the euro … area, arbitrage in capital stringency was linked to lower cross-border lending since the crisis. …

Persistent link: https://www.econbiz.de/10010417675

Operations and finance interactions

Birge, John R. - In: Manufacturing & service operations management : M & SOM 17 (2015) 1, pp. 4-15

Persistent link: https://www.econbiz.de/10010497609

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