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There are 27510 results for: content related to: Arbitrage With Holding Costs: A Utility-Based Approach

  1. 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

  2. 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

  3. 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

  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. 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. 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

  7. 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

  8. ADVERSE SELECTION, INVENTORY-HOLDING COSTS, AND DEPTH

    Journal of Financial Research

    Volume 24, Issue 1, Spring 2001, Pages: 65–82, Frank Heflin and Kenneth W. Shaw

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2001.tb00818.x

  9. 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

  10. 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

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    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

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    The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

    Journal of Money, Credit and Banking

    Volume 44, Issue s1, February 2012, Pages: 3–46, JAMES D. HAMILTON and JING CYNTHIA WU

    Article first published online : 3 FEB 2012, DOI: 10.1111/j.1538-4616.2011.00477.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. 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

  15. 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

  16. 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

  17. 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

  18. Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information

    German Economic Review

    Volume 11, Issue 3, August 2010, Pages: 302–335, Sebastian Dickgiesser and Christoph Kaserer

    Article first published online : 27 JUL 2009, DOI: 10.1111/j.1468-0475.2009.00476.x

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    EFFECTS OF INDEX-FUND INVESTING ON COMMODITY FUTURES PRICES

    International Economic Review

    Volume 56, Issue 1, February 2015, Pages: 187–205, James D. Hamilton and Jing Cynthia Wu

    Article first published online : 23 JAN 2015, DOI: 10.1111/iere.12099

  20. The impact of price skimming on supply and exit decisions

    Applied Stochastic Models in Business and Industry

    Ayşegül Toptal and Sıla Çetinkaya

    Article first published online : 12 AUG 2014, DOI: 10.1002/asmb.2058