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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Arbitragetheorie"
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Arbitrage
521
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184
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184
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121
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121
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101
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101
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81
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521
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Aufsatz in Zeitschrift
Article in journal
521
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Krauss, Christopher
6
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4
Liu, Xin
4
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3
Da, Zhi
3
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Finance research letters
20
Journal of financial economics
20
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18
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17
Pacific-Basin finance journal
16
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13
Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
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7
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6
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The North American journal of economics and finance : a journal of financial economics studies
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Asian economic policy review : AEPR
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ECONIS (ZBW)
521
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11
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20
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521
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11
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
12
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
13
Liquidity spillover between ETFs and their constituents
Son, D. Pham
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 723-747
Persistent link: https://www.econbiz.de/10014474669
Saved in:
14
The value of electricity storage arbitrage on day-ahead markets across Europe
Mercier, Thomas
;
Olivier, Mathieu
;
De Jaeger, Emmanuel
- In:
Energy economics
123
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014475921
Saved in:
15
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
16
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
17
The effect of liquidity and arbitrage on the price efficiency of Chinese ETFs
Fu, Yuan
;
Jiang, Christine X.
- In:
The journal of financial research : the journal of the …
46
(
2023
)
4
,
pp. 1103-1140
Persistent link: https://www.econbiz.de/10014478062
Saved in:
18
Price discovery and triangular arbitrage in currency markets
Wu, Zhen-Xing
;
Gau, Yin-feng
;
Chen, Yu-Lun
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478136
Saved in:
19
Cryptomarket discounts
Borri, Nicola
;
Shakhnov, Kirill
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478236
Saved in:
20
Arbitrageurs in the Bitcoin ecosystem : evidence from user-level trading patterns in the Mt. Gox exchange platform
Saggese, Pietro
;
Belmonte, Alessandro
;
Dimitri, Nicola
; …
- In:
Journal of economic behavior & organization : JEBO
213
(
2023
),
pp. 251-270
Persistent link: https://www.econbiz.de/10014478375
Saved in:
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