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There are 12543 results for: content related to: Arbitraging Arbitrageurs

  1. 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

  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

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    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

  4. 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

  5. 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

  6. 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

  7. 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

  8. A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2143–2184, Harrison Hong and Jeremy C. Stein

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

  9. The Maturity Rat Race

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 483–521, MARKUS K. BRUNNERMEIER and MARTIN OEHMKE

    Article first published online : 7 MAR 2013, DOI: 10.1111/jofi.12005

  10. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2805–2840, ANDREW W. LO and JIANG WANG

    Article first published online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01005.x

  11. Financial Contracting and Leverage Induced Over- and Under-Investment Incentives

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 765–794, ELAZAR BERKOVITCH and E. HAN KIM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05105.x

  12. A Search-Based Theory of the On-the-Run Phenomenon

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1361–1398, DIMITRI VAYANOS and PIERRE-OLIVIER WEILL

    Article first published online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01360.x

  13. Investing for the Long Run when Returns Are Predictable

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 225–264, Nicholas Barberis

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00205

  14. The Spinoff and Merger Ex-Date Effects

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 581–609, ANAND M. VIJH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05153.x

  15. 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

  16. Primes and Scores: An Essay on Market Imperfections

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1263–1287, ROBERT A. JARROW and MAUREEN O'HARA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02653.x

  17. Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 157–185, BRUNO BIAIS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04705.x

  18. 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

  19. Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 65–105, Art Durnev, Randall Morck and Bernard Yeung

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00627.x

  20. Noise Trading in Small Markets

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1537–1550, FRÉDÉRIC PALOMINO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04079.x