Search Results

There are 10768 results for: content related to: Arbitrage With Holding Costs: A Utility-Based Approach

  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

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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1542-4774.2010.tb00516.x

  8. 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

  9. Presidential Address: Sophisticated Investors and Market Efficiency

    The Journal of Finance

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

    Article first published online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01472.x

  10. Sources of Risk and Return

    Merger Arbitrage: How to Profit from Event-Driven Arbitrage

    Thomas Kirchner, Pages: 71–102, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118273159.ch3

  11. 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

  12. 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

  13. Investing in Arbitrage

    Merger Arbitrage: How to Profit from Event-Driven Arbitrage

    Thomas Kirchner, Pages: 301–337, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118273159.ch13

  14. 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

  15. Index arbitrage as cross-sectional market making

    Journal of Futures Markets

    Volume 15, Issue 4, June 1995, Pages: 423–455, Craig W. Holden

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990150404

  16. 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

  17. 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

  18. 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

  19. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00350

  20. Incorporating Risk into the Arbitrage Decision

    Merger Arbitrage: How to Profit from Event-Driven Arbitrage

    Thomas Kirchner, Pages: 43–69, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118273159.ch2