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~subject:"Efficient market hypothesis"
~subject:"Incomplete market"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Efficient market hypothesis
Incomplete market
Arbitrage Pricing
148
Arbitrage pricing
148
Arbitrage
87
Theorie
74
Theory
74
CAPM
52
Portfolio selection
34
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34
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23
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Herdegen, Martin
2
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2
Burzoni, Matteo
1
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1
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1
Chen, Guanhua
1
Frittelli, Marco
1
Lamont, Owen A.
1
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1
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1
Ma, Qingzhong
1
Ma, Zhen
1
Maggis, Marco
1
Ouazad, Amine
1
Palma, Andreza Aparecida
1
Qian, Siji
1
Rancière, Romain
1
Rösch, Dominik
1
Sartoris, Alexandre
1
Siorpaes, Pietro
1
Tan, Senren
1
Thaler, Richard H.
1
Watada, Junzo
1
Whidbee, David A.
1
Wu, Fuke
1
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Zhang, Huiming
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Finance research letters
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International review of economics & finance : IREF
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Journal of financial economics
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Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
The market efficiency analysis of China’s copper options based on risk-free arbitrages
Zhang, Huiming
;
Ma, Zhen
;
Qian, Siji
- In:
Applied economics
56
(
2024
)
15
,
pp. 1834-1862
Persistent link: https://www.econbiz.de/10014473235
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2
ETF ownership and stock pricing efficiency : the role of ETF arbitrage
Chen, Guanhua
;
Liu, Xiangli
;
Liu, Xiao
;
Zhao, Zhihua
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014530776
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3
Limits of arbitrage and mispricing : evidence from mergers and acquisitions
Ma, Qingzhong
;
Whidbee, David A.
;
Zhang, Wei
- In:
Review of behavioral finance : RBF
14
(
2022
)
5
,
pp. 854-874
Persistent link: https://www.econbiz.de/10013453780
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4
The impact of arbitrage on market liquidity
Rösch, Dominik
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 195-213
Persistent link: https://www.econbiz.de/10012650701
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5
An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market
Zhang Huiming
;
Watada, Junzo
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 474-489
Persistent link: https://www.econbiz.de/10012203267
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6
Market frictions, arbitrage, and the capitalization of amenities
Ouazad, Amine
;
Rancière, Romain
-
2019
Persistent link: https://www.econbiz.de/10012151305
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7
Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
4
,
pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
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8
Semi-efficient valuations and put-call parity
Herdegen, Martin
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1061-1106
Persistent link: https://www.econbiz.de/10011969072
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9
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
10
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
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