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Informational inefficiency on bitcoin futures

Shi, Shimeng; Zhai, Jia; Wu, Yingying - In: The European journal of finance 30 (2024) 6, pp. 642-667

Persistent link: https://www.econbiz.de/10014547980

The profitability of pair trading strategy in stock markets : evidence from Toronto stock exchange

Haddad, GholamReza Keshavarz; Talebi, Hassan - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 193-207

Persistent link: https://www.econbiz.de/10014253174

Chapter 10 Arbitrage, state prices and portfolio theory

Dybvig, Philip H.; Ross, Stephen A. - 2003

equivalence of absence of arbitrage, the existence of a positive linear pricing rule, and the existence of an optimum for some …

Persistent link: https://www.econbiz.de/10014023861

Arbitrage and stock mispricing : empirical evidence from GCC markets

Alawi, Ahmed; Bawazir, Hana; Çelik, Şaban - In: Journal of Islamic financial studies 7 (2021) 2, pp. 112-170

Persistent link: https://www.econbiz.de/10013366127

Pricing options with vanishing stochastic volatility

Mastroeni, Loretta - In: Risks : open access journal 10 (2022) 9, pp. 1-16

in discrete space and continuous time. The market described allows fleeting arbitrage opportunities, since a vanishing …

Persistent link: https://www.econbiz.de/10013368982

Persistence of investor sentiment and market mispricing

Han, Xiao; Sakkas, Nikolaos; Danbolt, Jo; Eshraghi, Arman - In: The financial review : the official publication of the … 57 (2022) 3, pp. 617-640

Persistent link: https://www.econbiz.de/10013348725

Disaggregating multinationality : an empirical examination of aggregation, adaptation, and arbitrage activities by U.S. multinational corporations

Berry, Heather; Kaul, Aseem - In: Strategy Science 7 (2022) 2, pp. 90-105

Persistent link: https://www.econbiz.de/10013352706

Pricing options with vanishing stochastic volatility

Mastroeni, Loretta - In: Risks : open access journal 10 (2022) 9, pp. 1-16

in discrete space and continuous time. The market described allows fleeting arbitrage opportunities, since a vanishing …

Persistent link: https://www.econbiz.de/10013473177

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