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There are 9417 results for: content related to: Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading

  1. Presidential Address: Sophisticated Investors and Market Efficiency

    The Journal of Finance

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

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01472.x

  2. 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

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01360.x

  3. Speculative Betas

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2095–2144, HARRISON HONG and DAVID A. SRAER

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12431

  4. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

  5. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 579–629, BERNARD DUMAS, ALEXANDER KURSHEV and RAMAN UPPAL

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01444.x

  6. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  7. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1903–1948, ROBERT F. STAMBAUGH, JIANFENG YU and YU YUAN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12286

  8. 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

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12032

  9. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244

  10. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  11. Arbitrage Chains

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 819–849, JAMES DOW and GARY GORTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00080.x

  12. 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

    Version of Record online : 7 MAY 2010, DOI: 10.1111/j.1540-6261.2010.01559.x

  13. News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  14. Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  15. An Information-Based Theory of Time-Varying Liquidity

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 809–870, BRENDAN DALEY and BRETT GREEN

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12272

  16. The Value of Control and the Costs of Illiquidity

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1405–1455, RUI ALBUQUERQUE and ENRIQUE SCHROTH

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12207

  17. The Cost of Capital for Alternative Investments

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2185–2226, JAKUB W. JUREK and ERIK STAFFORD

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12269

  18. Misspecified Recovery

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2493–2544, JAROSLAV BOROVIČKA, LARS PETER HANSEN and JOSÉ A. SCHEINKMAN

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12404

  19. A Model of Financialization of Commodities

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1511–1556, SULEYMAN BASAK and ANNA PAVLOVA

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12408

  20. Linear-Rational Term Structure Models

    The Journal of Finance

    Volume 72, Issue 2, April 2017, Pages: 655–704, DAMIR FILIPOVIĆ, MARTIN LARSSON and ANDERS B. TROLLE

    Version of Record online : 21 MAR 2017, DOI: 10.1111/jofi.12488