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Arbitrage and the evaluation of linear factor models in UK stock returns

Fletcher, Jonathan - In: The financial review : the official publication of the … 45 (2010) 2, pp. 449-468

Persistent link: https://www.econbiz.de/10003974102

Benchmarks as limits to arbitrage : understanding the low-volatility anomaly

Baker, Malcolm; Bradley, Brendan; Wurgler, Jeffrey - In: Financial analysts' journal : FAJ 67 (2011) 1, pp. 40-54

Persistent link: https://www.econbiz.de/10008858052

No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions

Nguyen, Manh-hung; Ha-huy, Thai - In: Journal of mathematical economics 46 (2010) 1, pp. 128-131

Persistent link: https://www.econbiz.de/10003948410

Some economic remarks on arbitrage theory

Nietert, Bernhard; Wilhelm, Jochen - 2001

Persistent link: https://www.econbiz.de/10008659147

Arbitrage in skew Brownian motion models

Rossello, Damiano - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 50-56

Persistent link: https://www.econbiz.de/10009501701

ETFs, arbitrage, and contagion

Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2011

Persistent link: https://www.econbiz.de/10009507310

The amendment and empirical test of arbitrage pricing models

Wang, Shaojun; Yang, Xiaoping; Cheng, Juan; Zhang, Yafang; … - In: Journal of applied finance & banking 1 (2011) 1, pp. 163-177

deviation (called basic ariance-profit) of the security j, I is a common factor. This paper considers the impact on the … securities return caused by the skewness and kurtosis of the stock returns distributions, and poses a re-modified the arbitrage … reasonable explanation level for securities pricing. -- arbitrage pricing models ; skewness ; Kurtosis ; empirical analysis …

Persistent link: https://www.econbiz.de/10009241446

Spatial competition, arbitrage, and risk in US soybeans

Skadberg, Kristopher; Wilson, William W.; Larsen, Ryan; … - In: Journal of agricultural and resource economics : JARE ; … 40 (2015) 3, pp. 442-456

Persistent link: https://www.econbiz.de/10011392539

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

Non-parametric analysis of equity arbitrage

Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 33 (2014), pp. 199-216

Persistent link: https://www.econbiz.de/10010532732