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Arbitrage
37
Theorie
21
Theory
21
Arbitrage Pricing
17
Arbitrage pricing
17
Börsenkurs
12
CAPM
12
Capital income
12
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Share price
12
Estimation
11
Schätzung
11
Portfolio selection
10
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Anlageverhalten
9
Behavioural finance
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Limits to arbitrage
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Liquidität
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Regulatory arbitrage
5
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5
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4
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57
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DeLisle, R. Jared
2
Smedema, Adam R.
2
Taylor, Nicholas
2
Ackert, Lucy F.
1
Akram, Qaisar Farooq
1
Almeida, Caio
1
Armitage, Seth
1
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1
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1
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1
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Journal of banking & finance
The journal of world investment & trade : law, economics, politics
228
Journal of international economic law
124
Journal of world trade : law, economic policy, public policy
106
Appellate Body Reports
79
Journal of financial economics
71
NBER working paper series
67
MPRA Paper
63
The journal of futures markets
62
Working paper / National Bureau of Economic Research, Inc.
59
Finance and stochastics
55
Discussion paper / Centre for Economic Policy Research
52
NBER Working Paper
52
ICC publication
47
CEPR Discussion Papers
46
International journal of theoretical and applied finance
46
World trade review : economics, law, international institutions
46
Finance and Stochastics
45
The journal of finance : the journal of the American Finance Association
43
Economics Papers from University Paris Dauphine
41
Post-Print / HAL
39
Working Paper
39
Journal of mathematical economics
38
Discussion papers / CEPR
37
Mathematical finance : an international journal of mathematics, statistics and financial theory
37
The review of financial studies
37
Recht der internationalen Wirtschaft : RIW ; Betriebs-Berater international
35
Finance research letters
33
IMF Working Papers
33
Pacific-Basin finance journal
32
International review of financial analysis
30
Research paper series / Swiss Finance Institute
30
Journal of empirical finance
29
Working paper
28
Documents de travail du Centre d'Economie de la Sorbonne
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Mathematics and financial economics
25
Annals of finance
24
European yearbook of international economic law
24
Journal of financial markets
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ECONIS (ZBW)
57
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1
Systematic limited
arbitrage
and the cross-section of stock returns : evidence from exchange traded funds
DeLisle, R. Jared
;
McTier, Brian C.
;
Smedema, Adam R.
- In:
Journal of banking & finance
70
(
2016
),
pp. 118-136
Persistent link: https://www.econbiz.de/10011635135
Saved in:
2
A new approach to statistical
arbitrage
: strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
3
Hazard stocks and expected returns
DeLisle, R. Jared
;
Ferguson, Michael F.
;
Kassa, Haimanot
; …
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819764
Saved in:
4
Market discipline and regulatory
arbitrage
: evidence from ABCP liquidity guarantors
Chen, Jiakai
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539000
Saved in:
5
A test of the Modigliani-Miller theorem, dividend policy and algorithmic
arbitrage
in experimental asset markets
Neugebauer, Tibor
;
Shachat, Jason M.
;
Szymczak, Wiebke
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014492173
Saved in:
6
Detection of
arbitrage
in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
7
Under-reaction in the sovereign CDS market
Wang, Xinjie
;
Xiao, Yaqing
;
Yan, Hongjun
;
Zhang, Jinfan
- In:
Journal of banking & finance
130
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164867
Saved in:
8
Interest
arbitrage
under capital controls : Evidence from reported entrepôt trades
Hu, Jiafei
;
Yuan, Haishan
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012821015
Saved in:
9
Arbitrage
risk and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
Saved in:
10
Size and value risk in financial firms
Baek, Seungho
;
Bilson, John F.
- In:
Journal of banking & finance
55
(
2015
),
pp. 295-326
Persistent link: https://www.econbiz.de/10011379102
Saved in:
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