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~isPartOf:"Applied economics"
~isPartOf:"Economics Papers from University Paris Dauphine"
~isPartOf:"Journal of mathematical economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Arbitrage
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Université Paris-Dauphine (Paris IX)
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Applied economics
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Journal of mathematical economics
Management science : journal of the Institute for Operations Research and the Management Sciences
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60
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44
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ECONIS (ZBW)
48
RePEc
20
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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
Saved in:
2
Financialization and commodity markets serial dependence
Da, Zhi
;
Tang, Ke
;
Tao, Yubo
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2122-2143
Persistent link: https://www.econbiz.de/10014519909
Saved in:
3
Bank regulatory capital arbitrage : evidence from housing overappraisals
Mayordomo, Sergio
;
Rachedi, Omar
;
Rodríguez Moreno, María
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2255-2271
Persistent link: https://www.econbiz.de/10014519938
Saved in:
4
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
5
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
6
The ex ante likelihood of bubbles
Chinco, Alex
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 1222-1244
Persistent link: https://www.econbiz.de/10014295478
Saved in:
7
Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle
Lapshin, Victor
- In:
Applied economics
54
(
2022
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10012873873
Saved in:
8
Tractable term structure models
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Le, Anh
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8411-8429
Persistent link: https://www.econbiz.de/10014280217
Saved in:
9
When anomalies are publicized broadly, do institutions trade accordingly?
Calluzzo, Paul
;
Moneta, Fabio
;
Topaloglu, Selim
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4555-4574
Persistent link: https://www.econbiz.de/10012118078
Saved in:
10
Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
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