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There are 3038 results for: content related to: A MODEL OF FINANCIAL MARKET LIQUIDITY BASED ON INTERMEDIARY CAPITAL

  1. 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

  2. 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

  3. 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

  4. You have free access to this content
    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. 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

  6. 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

  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. 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

  9. 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

  10. Central bank intervention with limited arbitrage

    International Journal of Finance & Economics

    Volume 12, Issue 2, April 2007, Pages: 249–260, Christopher J. Neely and Paul A. Weller

    Article first published online : 30 MAR 2007, DOI: 10.1002/ijfe.328

  11. 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

  12. 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

  13. You have free access to this content
    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

  14. 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

  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. 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

  17. 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

  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. 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

  20. Nonlinear dynamics and competing behavioral interpretations: Evidence from intra-day FTSE-100 index and futures data

    Journal of Futures Markets

    Volume 26, Issue 4, April 2006, Pages: 343–368, David G. McMillan and Alan E. H. Speight

    Article first published online : 9 FEB 2006, DOI: 10.1002/fut.20203