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There are 9205 results for: content related to: Nonlinear dynamics and competing behavioral interpretations: Evidence from intra-day FTSE-100 index and futures data

  1. Bubbles and Crashes

    Econometrica

    Volume 71, Issue 1, January 2003, Pages: 173–204, Dilip Abreu and Markus K. Brunnermeier

    Version of Record online : 3 NOV 2003, DOI: 10.1111/1468-0262.00393

  2. Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?

    Journal of Accounting Research

    Volume 53, Issue 1, March 2015, Pages: 175–220, JONATHAN A. MILIAN

    Version of Record online : 14 JAN 2015, DOI: 10.1111/1475-679X.12070

  3. Short selling, unwinding, and mispricing

    Journal of Futures Markets

    Volume 18, Issue 8, December 1998, Pages: 903–923, Alexander Kempf

    Version of Record online : 12 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199812)18:8<903::AID-FUT2>3.0.CO;2-V

  4. You have free access to this content
    The Limits of Arbitrage

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 35–55, Andrei Shleifer and Robert W. Vishny

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03807.x

  5. Information Acquisition in Ostensibly Efficient Markets

    Economica

    Volume 82, Issue 327, July 2015, Pages: 420–447, Alasdair Brown

    Version of Record online : 27 NOV 2014, DOI: 10.1111/ecca.12118

  6. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  7. Decimalization, ETFs and futures pricing efficiency

    Journal of Futures Markets

    Volume 29, Issue 2, February 2009, Pages: 157–178, Wei-Peng Chen, Robin K. Chou and Huimin Chung

    Version of Record online : 8 DEC 2008, DOI: 10.1002/fut.20357

  8. Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 631–655, PÉTER KONDOR

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01445.x

  9. Forecasting Volatility in the Presence of Limits to Arbitrage

    Journal of Futures Markets

    Volume 35, Issue 11, November 2015, Pages: 987–1002, Lu Hong, Tom Nohel and Steven Todd

    Version of Record online : 6 OCT 2014, DOI: 10.1002/fut.21696

  10. Types of liquidity and limits to arbitrage—the case of credit default swaps

    Journal of Futures Markets

    Volume 32, Issue 4, April 2012, Pages: 301–329, Karan Bhanot and Liang Guo

    Version of Record online : 11 MAR 2011, DOI: 10.1002/fut.20518

  11. Stock index futures arbitrage: International evidence

    Journal of Futures Markets

    Volume 10, Issue 6, December 1990, Pages: 573–603, Pradeep K. Yadav and Peter F. Pope

    Version of Record online : 25 AUG 2006, DOI: 10.1002/fut.3990100603

  12. Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited

    Journal of Futures Markets

    Volume 29, Issue 3, March 2009, Pages: 218–243, David G. McMillan and Numan Ülkü

    Version of Record online : 7 JAN 2009, DOI: 10.1002/fut.20355

  13. Discretionary government intervention and the mispricing of index futures

    Journal of Futures Markets

    Volume 23, Issue 12, December 2003, Pages: 1159–1189, Paul Draper and Joseph K. W. Fung

    Version of Record online : 20 OCT 2003, DOI: 10.1002/fut.10107

  14. Dax index futures: Mispricing and arbitrage in German markets

    Journal of Futures Markets

    Volume 15, Issue 7, October 1995, Pages: 833–859, Wolfgang Bühler and Alexander Kempf

    Version of Record online : 28 AUG 2006, DOI: 10.1002/fut.3990150706

  15. Arbitrage Chains

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 819–849, JAMES DOW and GARY GORTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00080.x

  16. Central bank intervention with limited arbitrage

    International Journal of Finance & Economics

    Volume 12, Issue 2, April 2007, Pages: 249–260, Christopher J. Neely and Paul A. Weller

    Version of Record online : 30 MAR 2007, DOI: 10.1002/ijfe.328

  17. The Impact of Sampling Frequency on Intraday Correlation and Lead–Lag Relationships Between Index Futures and Individual Stocks

    Journal of Futures Markets

    Volume 35, Issue 10, October 2015, Pages: 939–952, Joseph K.W. Fung, Francis Lau and Yiuman Tse

    Version of Record online : 16 MAR 2015, DOI: 10.1002/fut.21715

  18. Presidential Address: Sophisticated Investors and Market Efficiency

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1517–1548, JEREMY C. STEIN

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01472.x

  19. A MODEL OF FINANCIAL MARKET LIQUIDITY BASED ON INTERMEDIARY CAPITAL

    Journal of the European Economic Association

    Volume 8, Issue 2-3, April-May 2010, Pages: 456–466, Denis Gromb and Dimitri Vayanos

    Version of Record online : 6 JAN 2011, DOI: 10.1111/j.1542-4774.2010.tb00516.x

  20. Behavioral finance

    Expected Returns: An Investor's Guide to Harvesting Market Rewards

    Antti Ilmanen, Pages: 87–109, 2012

    Published Online : 25 MAY 2012, DOI: 10.1002/9781118467190.ch6