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Limits of arbitrage, sentiment and pricing kernel : evidence from index options

Han, Bing (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002101537

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

A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index

Heaney, Richard A. - In: Australian journal of management 20 (1995) 1, pp. 75-104

Persistent link: https://www.econbiz.de/10001192131

A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market

Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153

Persistent link: https://www.econbiz.de/10001198670

Ultra High Frequency Statistical Arbitrage Across International Index Futures

Alsayed, Hamad - 2013

-quote changes in lagging contracts with a directional accuracy in excess of 85%. A simple statistical arbitrage strategy exploiting … arbitrage in this market setting. Overall, our results accord with the view that informational inefficiencies incentivize …

Persistent link: https://www.econbiz.de/10013086041