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The change in salience and the cross-section of stock returns : empirical evidence from China A-shares

Zhang, Manqing; Ma, Yao; Yang, Baochen; Fan, Ying - In: Pacific-Basin finance journal 85 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014575044

Comomentum in China : Inferring arbitrage activity from return correlation

Yue, Tian; Huang, Jiexiang; Ruan, Xinfeng - In: Pacific-Basin finance journal 85 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014576138

The application of feed forward neural networks to merger arbitrage : a return-based analysis

Braun, Declan; Han, Yue; Wang, Heng - In: Finance research letters 58 (2023) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10014583408

The Statistical Limit of Arbitrage

Da, Rui; Nagel, Stefan; Xiu, Dacheng - National Bureau of Economic Research - 2024

We investigate the economic consequences of statistical learning for arbitrage pricing in a high-dimensional setting … to arbitrage widens the equilibrium bounds of alphas beyond what traditional arbitrage pricing theory predicts, leading …

Persistent link: https://www.econbiz.de/10015094912

Can investor sentiment explain the abnormal returns of volatility-managed portfolio strategy? : Evidence from the Chinese stock market

Zhou, Jie; Liu, Wei-Qi; Li, Jian-Ying - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 13, pp. 2907-2937

Persistent link: https://www.econbiz.de/10015097456

Arbitrage asymmetry, mispricing and the illiquidity premium

Wang, Feifei; Zheng, Lingling - In: European financial management : the journal of the … 30 (2024) 4, pp. 1829-1867

Persistent link: https://www.econbiz.de/10015141961

Investor regret and stock returns

Arisoy, Yakup Eser; Bali, Turan G.; Tang, Yi - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 7537-7558

Persistent link: https://www.econbiz.de/10015144204

Left-tail risk and UK stock return predictability : underreaction, overreaction, and arbitrage difficulties

Khasawneh, Maher; McMillan, David G.; Kambouroudis, Dimos - In: International review of financial analysis 95 (2024) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10015145283

Fire sales of safe assets

Pinter, Gabor; Siriwardane, Emil N.; Walker, Danny - 2024

Persistent link: https://www.econbiz.de/10015148015

Die materiale Soziologie der Arbitrage

MacKenzie, Donald A. - In: Märkte als soziale Strukturen, (pp. 135 - 150). 2007

Persistent link: https://www.econbiz.de/10014559458

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