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There are 19219 results for: content related to: Options Arbitrage in Imperfect Markets

  1. 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

  2. Optimal No-Arbitrage Bounds on S&P 500 Index Options and the Volatility Smile

    Journal of Futures Markets

    Volume 21, Issue 12, December 2001, Pages: 1151–1179, Patrick J. Dennis

    Article first published online : 5 OCT 2001, DOI: 10.1002/fut.2203

  3. Information Acquisition in Ostensibly Efficient Markets

    Economica

    Alasdair Brown

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

  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

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

  5. Arbitrage in Electricity Markets

    Market Operations in Electric Power Systems: Forecasting, Scheduling, and Risk Management

    Mohammad Shahidehpour, Hatim Yamin, Zuyi Li, Pages: 161–189, 2002

    Published Online : 15 MAY 2002, DOI: 10.1002/047122412X.ch5

  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 IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS

    Mathematical Finance

    Volume 5, Issue 3, July 1995, Pages: 197–232, Elyégs Jouini and Hédi Kallal

    Article first published online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1995.tb00065.x

  8. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00434

  9. An intraday test of pricing and arbitrage opportunities in the New Zealand bank bill futures market

    Journal of Futures Markets

    Volume 22, Issue 6, June 2002, Pages: 519–555, Russell Poskitt

    Article first published online : 3 APR 2002, DOI: 10.1002/fut.10022

  10. 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

  11. Introduction to Merger Arbitrage

    Merger Arbitrage: How to Profit from Event-Driven Arbitrage

    Thomas Kirchner, Pages: 1–41, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118273159.ch1

  12. Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1143–1166, ROBERT M. DAMMON and RICHARD C. GREEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04358.x

  13. PERIODIC SEQUENCES OF ARBITRAGE: A TALE OF FOUR CURRENCIES

    Metroeconomica

    Volume 63, Issue 2, May 2012, Pages: 250–294, Rod Cross, Victor Kozyakin, Brian O'Callaghan, Alexei Pokrovskii and Alexey Pokrovskiy

    Article first published online : 21 SEP 2011, DOI: 10.1111/j.1467-999X.2011.04140.x

  14. Purpose and Structure of Financial Markets

    Financial Engineering and Arbitrage in the Financial Markets

    Robert Dubil, Pages: 1–19, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467343.ch1

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    Index

    Financial Engineering and Arbitrage in the Financial Markets

    Robert Dubil, Pages: 343–367, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467343.index

  16. 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

  17. Integration and arbitrage in the Spanish financial markets: An empirical approach*

    Journal of Futures Markets

    Volume 20, Issue 4, April 2000, Pages: 321–344, Alejandro Balbás, Iñaki R. Longarela and Ángel Pardo

    Article first published online : 29 MAR 2000, DOI: 10.1002/(SICI)1096-9934(200004)20:4<321::AID-FUT2>3.0.CO;2-J

  18. Options on Prices and Hedge-Based Valuation

    Financial Engineering and Arbitrage in the Financial Markets

    Robert Dubil, Pages: 119–154, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467343.ch5

  19. 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

  20. Intra-Day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 363–379, S. GHON RHEE and ROSITA P. CHANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03990.x