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Statistical Arbitrage in the U...
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1
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10
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date (oldest first)
1
The limits to
arbitrage
and the low-volatility anomaly
Li, Xi
;
Sullivan, Rodney N.
;
Garcia-Feijóo, Luis
- In:
Financial analysts' journal : FAJ
70
(
2014
)
1
,
pp. 52-63
Persistent link: https://www.econbiz.de/10010253409
Saved in:
2
Arbitrage
opportunities between NYSE and XETRA? : a comparison of simulation and high frequency data
Rieger, Jörg
;
Rüchardt, Kirsten
;
Vogt, Bodo
-
2011
Persistent link: https://www.econbiz.de/10008936834
Saved in:
3
Limited
arbitrage
in equity markets
Mitchell, Mark
;
Pulvino, Todd
;
Stafford, Erik
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 551-584
Persistent link: https://www.econbiz.de/10001684718
Saved in:
4
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
5
Cointegration and causality-in-mean and variance tests : evidence of price discovery for Brazilian cross-listed stocks
Silveira, Rodrigo Lanna Franco da
;
Maciel, Leandro
; …
- In:
Revista brasileira de economia de empresas : …
14
(
2014
)
1
,
pp. 21-35
Persistent link: https://www.econbiz.de/10011450787
Saved in:
6
Asymmetric
arbitrage
opportunities for cross-listed stocks : evidence from Russia
Gorbatikov, Еvgenii
;
Dobrynskaja, V. V.
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
6
,
pp. 1402-1422
Persistent link: https://www.econbiz.de/10012211642
Saved in:
7
Is the era of the day-of-the-week anomaly over?
Ngan Duong Cao
;
Trinh, Vu Quang
;
Thanh Quoc Nguyen
- In:
International journal of banking, accounting and …
12
(
2021
)
2
,
pp. 118-140
Persistent link: https://www.econbiz.de/10012505142
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Trend-following trading strategies in US stocks : a revisit
Szakmary, Andrew Charles
;
Lancaster, M. Carol
- In:
The financial review : the official publication of the …
50
(
2015
)
2
,
pp. 221-255
Persistent link: https://www.econbiz.de/10011282742
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