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There are 2327 results for: content related to: A New Econometric Model of Index Arbitrage

  1. 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

  2. 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

  3. Explaining Asset Mispricing Using the Resale Option and Inflation Illusion

    Real Estate Economics

    Volume 39, Issue 2, Summer 2011, Pages: 313–344, Darren K. Hayunga and Peter P. Lung

    Version of Record online : 1 MAR 2011, DOI: 10.1111/j.1540-6229.2010.00297.x

  4. Managerial Behavior and the Link between Stock Mispricing and Corporate Investments: Evidence from Market-to-Book Ratio Decomposition

    Financial Review

    Volume 49, Issue 1, February 2014, Pages: 89–116, Mohammed Alzahrani and Ramesh P. Rao

    Version of Record online : 17 JAN 2014, DOI: 10.1111/fire.12027

  5. 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

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    Agency Costs and Equity Mispricing

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 1, February 2014, Pages: 89–123, Christos Pantzalis and Jung Chul Park

    Version of Record online : 12 MAR 2014, DOI: 10.1111/ajfs.12041

  7. You have full text access to this OnlineOpen article
    Information Processing Constraints and Asset Mispricing

    The Economic Journal

    Volume 124, Issue 575, March 2014, Pages: 245–268, Alasdair Brown

    Version of Record online : 28 OCT 2013, DOI: 10.1111/ecoj.12057

  8. 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

  9. The International Transmission of Arbitrage Information Across Futures Markets

    Journal of Business Finance & Accounting

    Volume 32, Issue 5-6, June 2005, Pages: 973–1000, Chris Bilson, Tim Brailsford and Twm Evans

    Version of Record online : 8 JUN 2005, DOI: 10.1111/j.0306-686X.2005.00619.x

  10. PRESS COVERAGE AND STOCK PRICE DEVIATION FROM FUNDAMENTAL VALUE

    Journal of Financial Research

    Volume 36, Issue 2, Summer 2013, Pages: 175–214, Chia-Wei Chen, Christos Pantzalis and Jung Chul Park

    Version of Record online : 17 JUN 2013, DOI: 10.1111/j.1475-6803.2013.12007.x

  11. Insider Trading and Option Grant Timing in Response to Fire Sales (and Purchases) of Stocks by Mutual Funds

    Journal of Accounting Research

    Volume 49, Issue 3, June 2011, Pages: 595–632, ASHIQ ALI, KELSEY D. WEI and YIBIN ZHOU

    Version of Record online : 7 MAR 2011, DOI: 10.1111/j.1475-679X.2011.00406.x

  12. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12017

  13. Investor Psychology and Asset Pricing

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1533–1597, David Hirshleifer

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00379

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    Asymmetric Mispricing and Regime-dependent Dynamics in Futures and Options Markets

    Asian Economic Journal

    Volume 30, Issue 1, March 2016, Pages: 47–65, Jaeram Lee and Doojin Ryu

    Version of Record online : 28 MAR 2016, DOI: 10.1111/asej.12084

  15. Corporate Hedging Policy and Equity Mispricing

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 803–824, J. Barry Lin, Christos Pantzalis and Jung Chul Park

    Version of Record online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00272.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. Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 115–143, Christos I. Giannikos and Eleni Gousgounis

    Version of Record online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00323.x

  18. Stock Index Futures Prices and the Asian Financial Crisis

    International Review of Finance

    Volume 7, Issue 3-4, September/December 2007, Pages: 119–141, TAUFIQ HASSAN, SHAMSHER MOHAMAD, MOHAMAD ARIFF and ANNUAR MD NASSIR

    Version of Record online : 21 JAN 2008, DOI: 10.1111/j.1468-2443.2007.00071.x

  19. Investor Attention and Stock Mispricing

    Accounting Perspectives

    Volume 13, Issue 2, June 2014, Pages: 123–147, Justin Y. Jin

    Version of Record online : 24 JUN 2014, DOI: 10.1111/1911-3838.12026

  20. Limited Arbitrage in Equity Markets

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 551–584, Mark Mitchell, Todd Pulvino and Erik Stafford

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00434