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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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Asset pricing with arbitrage activity
Hugonnier, Julien; Prieto, Rodolfo - In: Journal of financial economics 115 (2015) 2, pp. 411-428
Persistent link: https://www.econbiz.de/10011347464
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Asset pricing with arbitrage activity
Hugonnier, Julien; Prieto, Rodolfo - 2013
arbitrage opportunities that emerge endogenously in reaction to the portfolio imbalance generated by constrained agents. The … agents, arbitrage activity has an impact on the price level and generates both excess volatility and the leverage effect. We …
Persistent link: https://www.econbiz.de/10010257492
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Convertible arbitrage price pressure and short-sale constraints
Jong, Abe de; Dutordoir, Marie; Genuchten, Natalie van; … - In: Financial analysts' journal : FAJ 68 (2012) 5, pp. 70-88
Persistent link: https://www.econbiz.de/10009680572
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A new approach to international arbitrage pricing
Bansal, Ravi - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1719-1747
Persistent link: https://www.econbiz.de/10001155970
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Arbitrage institutioneller Anleger am DAX-Futures-Markt unter Berücksichtigung von Körperschaftsteuern und Dividenden
Bamberg, Günter - In: Journal of business economics : JBE 64 (1994) 12, pp. 1533-1566
Persistent link: https://www.econbiz.de/10001173931
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Trade deficit news, systematic risk and the crash of 1987
Thorbecke, Willem - In: Eastern economic journal 20 (1994) 1, pp. 97-106
Persistent link: https://www.econbiz.de/10001162187
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No arbitrage and arbitrage pricing : a new approach
Bansal, Ravi - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1231-1262
Persistent link: https://www.econbiz.de/10001152159
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A test of the multi-factor asset pricing model with the ASA-NBER macroeconomic forecasts
Cheong, Kiwoong - 1988
Persistent link: https://www.econbiz.de/10000850604
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Arbitrage, Idiosyncratic Risk and the Rationality of Discounts on Closed-End Funds
Gemmill, Gordon - 2011
is an arbitrage cap on its premium resulting from new issues. This censors the distribution of the premium and causes its …
Persistent link: https://www.econbiz.de/10013128561