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There are 1260 results for: content related to: The Limits of Arbitrage

  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. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04658.x

  11. 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

  12. 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. 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

  14. 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

    Article first published online : 6 OCT 2014, DOI: 10.1002/fut.21696

  15. A Gap-Filling Theory of Corporate Debt Maturity Choice

    The Journal of Finance

    Volume 65, Issue 3, June 2010, Pages: 993–1028, ROBIN GREENWOOD, SAMUEL HANSON and JEREMY C. STEIN

    Article first published online : 7 MAY 2010, DOI: 10.1111/j.1540-6261.2010.01559.x

  16. Dislocations in the Currency Swap and Interest Rate Swap Markets: The Case of Korea

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 455–475, Hail Park

    Article first published online : 8 APR 2014, DOI: 10.1002/fut.21675

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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

  18. Money Market Funds and Shareholder Dilution

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1011–1020, ANDREW B. LYON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03889.x

  19. Tax-Induced Dividend Capturing

    Journal of Business Finance & Accounting

    Volume 37, Issue 7-8, July/August 2010, Pages: 866–904, Oliver Zhen Li

    Article first published online : 7 JUN 2010, DOI: 10.1111/j.1468-5957.2010.02210.x

  20. Ultra-High-Frequency Algorithmic Arbitrage Across International Index Futures

    Journal of Forecasting

    Volume 33, Issue 6, September 2014, Pages: 391–408, Hamad Alsayed and Frank McGroarty

    Article first published online : 20 JUN 2014, DOI: 10.1002/for.2298