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Seasonality in ex ante German stock index futures arbitrage : where do arbitrage profits in Germany come from?

Bamberg, Günter; Röder, Klaus - 1994

Persistent link: https://www.econbiz.de/10009601814

Mutual funds under fire: a chrononogy of developments since January 1, 2003

Smith, Thomas R. - In: Journal of Investment Compliance 7 (2006) 1, pp. 4-33

Purpose – The purpose of this paper is to provide a comprehensive background on the recent legislative, regulatory, and prosecutorial scrutiny of mutual funds and underlying issues such as the level and transparency of fees and costs, distribution and sales practices, and fund governance....

Persistent link: https://www.econbiz.de/10014893181

Arbitraging Japan : Dreams of Capitalism at the End of Finance

Miyazaki, Hirokazu - 2012

For many financial market professionals worldwide, the era of high finance is over. The times in which bankers and financiers were the primary movers and shakers of both economy and society have come to an abrupt halt. What has this shift meant for the future of capitalism? What has it meant for...

Persistent link: https://www.econbiz.de/10011827830

Risk Arbitrage : An Investor's Guide

Moore, Keith M. - 2018 - 2nd ed

Arbitrage? -- Types of Transactions -- Mergers -- Tender Offers -- Exchange Offers -- Spinoffs -- Recapitalizations -- Activist … Situations -- Speculative Situations -- Chapter 3: The Risk Arbitrage Industry -- Chapter 4: Estimating the Return on a Risk … Arbitrage Position -- Simple Deals -- Stock-for-Stock Deals -- Stock-for-Stock Deals Using a Fixed-Exchange Ratio -- Using Short …

Persistent link: https://www.econbiz.de/10011842840

How Effective Is Arbitrage of Foreign Stocks? The Case of the Malaysia Exchange‐Traded Fund

Hughen, J. Christopher - In: Multinational Business Review 11 (2003) 2, pp. 17-28

‐traded funds facilitate arbitrage to prevent their prices from deviating from their underlying values. However, such arbitrage can … involve significant transaction costs, which have caused some to question the ability of this arbitrage to reduce premiums … an extended suspension of arbitrage. The results illustrate the importance of arbitrage in providing the full benefits of …

Persistent link: https://www.econbiz.de/10014931752

The rise and demise of the Convertible Arbitrage Strategy

Loncarski, I. - In: Strategic Direction 26 (2010) 4

Persistent link: https://www.econbiz.de/10015011518

The effects of macroeconomic factors on stock returns: Istanbul Stock Market

Rjoub, Husam; Türsoy, Turgut; Günsel, Nil - In: Studies in Economics and Finance 26 (2009) 1, pp. 36-45

Purpose – The purpose of this paper is to investigate the performance of the arbitrage pricing theory (APT) in the …

Persistent link: https://www.econbiz.de/10015013587

Enforcing the Law of One Price: Nonlinear Mean Reversion in the ADR Market

Dante Suarez, E. - In: Managerial Finance 31 (2005) 8, pp. 1-17

, and it is the presence of high frequency arbitrage activity that forces these stock pairs to be most commonly in relative …‐lived. The TAR specification models the neutralization of arbitrage forces with thresholds that separate outer regions where …

Persistent link: https://www.econbiz.de/10014939814

Financial Engineering and Arbitrage in the Financial Markets

Dubil, Robert - 2011 - 2. Aufl.

A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade … structures some parts may be cheap and some may be rich. It is this relative value arbitrage principle that drives all modern … what money and capital markets are about through a sequence of arbitrage-based numerical illustrations and exercises …

Persistent link: https://www.econbiz.de/10012677124

Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space

Zastawniak, Tomasz - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 137-149

Persistent link: https://www.econbiz.de/10015044789