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Sources of financial synchronism : arbitrage theory and the promise of risk-free profit

Langenohl, Andreas - In: Finance and society 4 (2018) 1, pp. 26-40

traced back to certain developments in economic theory since the so-called "marginalist revolution", which enabled the …

Persistent link: https://www.econbiz.de/10012034585

No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs

Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701

Persistent link: https://www.econbiz.de/10011350542

Trading strategies in currency markets

Abdel Zaher, Angie; Ghosh, Dipasri; Ghosh, Dilip K. - In: International journal of business 25 (2020) 1, pp. 73-82

Persistent link: https://www.econbiz.de/10012183167

Pricing-hedging duality for credit default swaps and the negative basis arbitrage

Mai, Jan-Frederik - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-17

Persistent link: https://www.econbiz.de/10012153067

Catching falling knives : speculating on liquidity shocks

Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2573-2591

Persistent link: https://www.econbiz.de/10011741403

Bank-intermediated arbitrage

Boyarchenko, Nina; Eisenbach, Thomas M.; Gupta, Pooja; … - 2018

bank intermediation for their arbitrage strategies. …

Persistent link: https://www.econbiz.de/10011868543

Price dynamics, the law of one price, and quantile regressions

Santeramo, Fabio Gaetano - In: Journal of agricultural and resource economics : JARE ; … 47 (2022) 3, pp. 513-528

Persistent link: https://www.econbiz.de/10013399789

Causality between arbitrage and liquidity in platinum futures

Iwatsubo, Kentaro; Watkins, Clinton - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-17

Arbitrage and liquidity are interrelated. Liquidity facilitates arbitrageurs’ trading on deviations from the law of one … price. However, whether arbitrage opportunity leads to an increase or decrease in liquidity depends on the cause of the … arbitrage and liquidity influence each other in the world’s largest platinum futures markets on exchanges in New York and Tokyo …

Persistent link: https://www.econbiz.de/10014284282

Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach

Bewaji, Oluwasegun; Hamid, Sania; Aerts, Timothy; Byck, … - In: The journal of financial market infrastructures 11 (2023) 1, pp. 37-65

Persistent link: https://www.econbiz.de/10014484591

Building trust takes time : limits to arbitrage for blockchain-based assets

Hautsch, Nikolaus; Scheuch, Christoph; Voigt, Stefan - In: Review of finance : journal of the European Finance … 28 (2024) 4, pp. 1345-1381

Persistent link: https://www.econbiz.de/10015046188