, and the transaction cost and market friction are considered in building the arbitrage-free spread interval. By comparing … Treasury futures. We find that there are many arbitrage opportunities among the three varieties, and the market is not fully … Treasury futures market will lead to higher market efficiency, shorter duration of arbitrage opportunities, and a faster return …

Arbitrage is non-parametrically examined and empirically analyzed in US equity markets. Firstly, analyzed are the … properties of arbitrage; and secondly, the factors explaining arbitrage are tested. Empirical analysis concerns a decade of … (log base) significantly quantifies arbitrage in the US equity markets. The properties of the log base arbitrage are …

. Since the profit from a potential arbitrage can be calculated in advance of entering a trade, the number of profitable … single stock arbitrage trades available on a specific day can be calculated after accounting for STT cost ranging from zero …% is necessary to achieve meaningfully increased levels of arbitrage normally found in most successful global futures …

fulfils a minimal no-arbitrage condition for an economically viable financial market. Furthermore, we demonstrate that … illustrating and clarifying several points on asset price bubbles and the economics of arbitrage. …

paper explains that pricing by classical no-arbitrage arguments is, in general, not unique and may lead to overpricing. In …

The paper developes a general arbitrage free model for the term structure of interest rates. The principal model is … support is derived for the spot rate return. The model permits the arbitrage free valuation of bond options and interest rate …