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There are 5913 results for: content related to: Limited Arbitrage in Equity Markets

  1. 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

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03807.x

  2. 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

    Article first published online : 11 MAR 2011, DOI: 10.1002/fut.20518

  3. 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

    Article first published online : 30 MAR 2007, DOI: 10.1002/ijfe.328

  4. A New Econometric Model of Index Arbitrage

    European Financial Management

    Volume 13, Issue 1, January 2007, Pages: 159–183, Nicholas Taylor

    Article first published online : 8 JAN 2007, DOI: 10.1111/j.1468-036X.2006.00289.x

  5. Arbitraging Arbitrageurs

    The Journal of Finance

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

    Article first published online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  6. The Role of Merger Arbitrage in a Diversified Portfolio

    Merger Arbitrage: How to Profit from Event-Driven Arbitrage

    Thomas Kirchner, Pages: 265–300, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118273159.ch12

  7. Arbitrage With Holding Costs: A Utility-Based Approach

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1283–1302, BRUCE TUCKMAN and JEAN-LUC VILA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04658.x

  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

    Article first published online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01445.x

  9. Price Pressure around Mergers

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 31–63, Mark Mitchell, Todd Pulvino and Erik Stafford

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00626.x

  10. You have free access to this content
    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

    Article first published online : 14 JAN 2015, DOI: 10.1111/1475-679X.12070

  11. Short selling, unwinding, and mispricing

    Journal of Futures Markets

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

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

  12. MARKETS AND GAMES: A SIMPLE EQUIVALENCE AMONG THE CORE, EQUILIBRIUM AND LIMITED ARBITRAGE

    Metroeconomica

    Volume 47, Issue 3, October 1996, Pages: 266–280, Graciela Chichilnisky

    Article first published online : 28 JUL 2006, DOI: 10.1111/j.1467-999X.1996.tb00392.x

  13. Information Acquisition in Ostensibly Efficient Markets

    Economica

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

    Article first published online : 27 NOV 2014, DOI: 10.1111/ecca.12118

  14. The TIPS-Treasury Bond Puzzle

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2151–2197, MATTHIAS FLECKENSTEIN, FRANCIS A. LONGSTAFF and HANNO LUSTIG

    Article first published online : 12 SEP 2014, DOI: 10.1111/jofi.12032

  15. Cross-market efficiency in the Indian derivatives market: A test of put–call parity

    Journal of Futures Markets

    Volume 28, Issue 9, September 2008, Pages: 889–910, Vipul

    Article first published online : 30 JUL 2008, DOI: 10.1002/fut.20325

  16. Bubbles and Crashes

    Econometrica

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

    Article first published online : 3 NOV 2003, DOI: 10.1111/1468-0262.00393

  17. 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

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990150706

  18. Mispricing of index futures contracts and short sales constraints

    Journal of Futures Markets

    Volume 19, Issue 6, September 1999, Pages: 695–715, Joseph K. W. Fung and Paul Draper

    Article first published online : 13 AUG 1999, DOI: 10.1002/(SICI)1096-9934(199909)19:6<695::AID-FUT4>3.0.CO;2-H

  19. Characteristics of Risk and Return in Risk Arbitrage

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2135–2175, Mark Mitchell and Todd Pulvino

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00401

  20. Arbitrage Chains

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00080.x