The price-amenity arbitrage is a cornerstone of spatial economics, as the response of land and house prices to shifts … amenities. With informational, time, and cash constraints, households' ability to arbitrage across locations with different …

that CIP violations imply arbitrage opportunities only if uncollateralized interbank lending rates are riskless. In the … absence of observable riskless discount rates, we extract them empirically using a simple no-arbitrage framework. They deliver …-currency basis swap rates well. The no-arbitrage benchmarks account for about two thirds of the alleged CIP deviations, while the …

. Focusing in particular on arbitrage opportunities, I construct an "externality-mimicking portfolio" whose returns track the …

generated by the post-discovery long-short arbitrage trading. Consistent with this prediction, we find that hedge funds exploit …

Slow-moving capital cannot fully explain the 2005 and 2008 arbitrage crashes in theconvertible bond market. Faced with …

This paper develops useful theory of arbitrage and risk arbitrage. It describes a prize winning successful risk … arbitrage involving Nikkei put warrants trading on the Toronto and American stock exchanges. The paper describes the various … types of contracts and how the risk arbitrage was traded and executed …

recent developments in the theory of ordered vector spaces, specifically strongly reflexive cones and cones with semi …

literature attributes to mispricing of Treasury Inflation-Protected Securities (TIPS). In theory, factors driving TIPS mispricing …

exists, arbitrage opportunities must also exist. Conversely, at times when arbitrage profits exist, asset markets are … susceptible to self-fulfilling fluctuations. The tight theoretical connection between price volatility and arbitrage is detectable …