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There are 10815 results for: content related to: Limited Arbitrage in Equity Markets

  1. 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

  2. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04658.x

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    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

  4. Overconfidence, Arbitrage, and Equilibrium Asset Pricing

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 921–965, Kent D. Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00350

  5. 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

  6. A New Econometric Model of Index Arbitrage

    European Financial Management

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

    Version of Record online : 8 JAN 2007, DOI: 10.1111/j.1468-036X.2006.00289.x

  7. 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

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12032

  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. A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1791–1809, Y. PETER CHUNG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04644.x

  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. 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

  12. 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

  13. 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

  14. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00401

  15. Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares

    Accounting & Finance

    Volume 51, Issue 3, September 2011, Pages: 661–683, James Richard Cummings and Alex Frino

    Version of Record online : 16 AUG 2010, DOI: 10.1111/j.1467-629X.2010.00365.x

  16. 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

  17. Price Pressure around Mergers

    The Journal of Finance

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

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00626.x

  18. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1903–1948, ROBERT F. STAMBAUGH, JIANFENG YU and YU YUAN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12286

  19. Noise Momentum Around the World

    Abacus

    Charlie X. Cai, Robert Faff and Yongcheol Shin

    Version of Record online : 20 MAR 2017, DOI: 10.1111/abac.12101

  20. 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