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Search: subject:"arbitrage theory"
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Subject
All
Arbitrage
3,160
Theorie
1,501
Theory
1,500
Arbitrage Pricing
619
Arbitrage pricing
618
Portfolio selection
508
Portfolio-Management
508
Börsenkurs
478
Share price
478
CAPM
391
Capital income
320
Kapitaleinkommen
320
USA
289
United States
285
Derivat
283
Derivative
283
Anlageverhalten
240
Behavioural finance
240
Option pricing theory
196
Optionspreistheorie
196
Efficient market hypothesis
194
Effizienzmarkthypothese
194
Welt
190
World
190
Volatility
187
Volatilität
187
Schätzung
186
Wertpapierhandel
186
Estimation
185
Securities trading
185
Financial market
181
Finanzmarkt
181
Risiko
177
Risk
176
Index futures
157
Index-Futures
157
Transaction costs
132
Transaktionskosten
131
Yield curve
129
Zinsstruktur
129
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Online availability
All
Free
1,126
Undetermined
725
CC license
34
Type of publication
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Article
1,664
Book / Working Paper
1,504
Other
1
Type of publication (narrower categories)
All
Article in journal
1,557
Aufsatz in Zeitschrift
1,557
Graue Literatur
546
Non-commercial literature
546
Working Paper
509
Arbeitspapier
508
Aufsatz im Buch
83
Book section
83
Hochschulschrift
73
Thesis
55
Collection of articles written by one author
17
Sammlung
17
Collection of articles of several authors
15
Sammelwerk
15
Amtsdruckschrift
13
Government document
13
Bibliografie enthalten
9
Bibliography included
9
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
6
Case study
6
Fallstudie
6
Forschungsbericht
5
Conference proceedings
3
Handbook
3
Handbuch
3
Konferenzschrift
3
Lehrbuch
2
Bibliografie
1
Biografie
1
Biography
1
Einführung
1
Interview
1
Mehrbändiges Werk
1
Mikroform
1
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1
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1
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1
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1
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English
3,048
German
85
French
22
Italian
4
Spanish
3
Undetermined
3
Polish
2
Portuguese
2
Finnish
1
Croatian
1
Norwegian
1
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Author
All
Vayanos, Dimitri
35
Chichilnisky, Graciela
27
Jarrow, Robert A.
26
Jouini, Elyès
20
Gromb, Denis
19
Stübinger, Johannes
18
Fung, Joseph K. W.
15
Krauss, Christopher
15
Jiang, Wei
13
Stambaugh, Robert F.
13
Acharya, Viral V.
12
Goldstein, Itay
12
Kempf, Alexander
12
Page, Frank H.
12
Rime, Dagfinn
12
Stein, Jeremy C.
12
Yuan, Yu
12
Dionne, Georges
11
Ghosh, Dilip K.
11
Löffler, Andreas
11
Zigrand, Jean-Pierre
11
Cuong Le Van
10
Dow, James
10
Franzoni, Francesco
10
Rahi, Rohit
10
Fabozzi, Frank J.
9
Fardeau, Vincent
9
Kallal, Hédi D.
9
Lepinette, Emmanuel
9
Poutré, Cédric
9
Verwijmeren, Patrick
9
Branch, Ben Shirley
8
Bühler, Wolfgang
8
Edmans, Alex
8
Gallagher, Liam
8
Guirguis, Michel
8
Kozhan, Roman
8
Moussawi, Rabih
8
Protter, Philip E.
8
Syrstad, Olav
8
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Institution
All
National Bureau of Economic Research
50
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
3
Centre for Economic Policy Research
2
Rodney L. White Center for Financial Research
2
University of Strathclyde / Department of Economics
2
Associazione Amici della Scuola Normale Superiore di Pisa
1
Birmingham Business School
1
Bonn Graduate School of Economics
1
Centre for Analytical Finance <Århus>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Chambre de commerce et d'industrie de Paris
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Deutsche Forschungsgemeinschaft
1
Deutsche Vereinigung für Finanzanalyse und Anlageberatung
1
Deutschland / Bundeswehr / Universität Hamburg
1
Economic Research Southern Africa (ERSA)
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Economics
1
Fakultät für Wirtschaftswissenschaften, Universität Passau
1
Federal Reserve Bank of New York
1
HAL
1
Institut für Höhere Studien
1
Institute of Finance and Accounting <London>
1
International Association of Lawyers
1
Queen Mary College / Department of Economics
1
Research Seminar in International Economics
1
Russell Sage Foundation
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
1
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> / Projektbereich Variable und Informationsabhängige Strukturen
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Stanford Institute for Economic Policy Research
1
Svenska Handelshögskolan <Helsinki>
1
Swiss Finance Institute
1
Technische Universiteit Delft / Department of Mathematics and Computer Science
1
USA / Committee on Governmental Affairs / Permanent Subcommittee on Investigations
1
Union Internationale des Avocats
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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Published in...
All
The journal of futures markets
61
NBER working paper series
49
Journal of financial economics
47
Journal of banking & finance
38
NBER Working Paper
37
The review of financial studies
36
Working paper / National Bureau of Economic Research, Inc.
36
The journal of finance : the journal of the American Finance Association
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
Discussion paper / Centre for Economic Policy Research
31
Finance and stochastics
31
Finance research letters
29
Pacific-Basin finance journal
27
International journal of theoretical and applied finance
26
International review of financial analysis
26
Journal of financial markets
22
Journal of international financial markets, institutions & money
22
Quantitative finance
22
Journal of empirical finance
21
Mathematics and financial economics
21
Research paper series / Swiss Finance Institute
21
Journal of financial and quantitative analysis : JFQA
20
Discussion papers / CEPR
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International review of economics & finance : IREF
17
Journal of mathematical economics
17
Annals of finance
15
Discussion paper / LSE Financial Markets Group
15
Energy economics
15
Applied economics
14
Review of quantitative finance and accounting
14
Journal of international money and finance
13
Discussion paper
12
Discussion paper / Tinbergen Institute
12
Review of finance : journal of the European Finance Association
12
Risks : open access journal
12
Swiss Finance Institute Research Paper
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
The journal of business : B
12
Discussion paper series / Department of Economics, Columbia University
11
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Source
All
ECONIS (ZBW)
3,162
RePEc
5
BASE
1
EconStor
1
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241
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241
Demand-and-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.
;
Malkhozov, Aytek
;
Venter, Gyuri
- In:
Journal of financial economics
154
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015072199
Saved in:
242
High-frequency trading in the stock market and the costs of options market making
Nimalendran, Mahendrarajah
;
Rzayev, Khaladdin
;
Sagade, …
- In:
Journal of financial economics
159
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015072597
Saved in:
243
Insurance-finance arbitrage
Artzner, Philippe
;
Eisele, Karl-Theodor
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 739-773
Persistent link: https://www.econbiz.de/10014565272
Saved in:
244
Arbitrage
theory
in a market of stochastic dimension
Bayraktar, Erhan
;
Kim, Donghan
;
Tilva, Abhishek
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
Saved in:
245
The change in salience and the cross-section of stock returns : empirical evidence from China A-shares
Zhang, Manqing
;
Ma, Yao
;
Yang, Baochen
;
Fan, Ying
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014575044
Saved in:
246
Comomentum in China : Inferring arbitrage activity from return correlation
Yue, Tian
;
Huang, Jiexiang
;
Ruan, Xinfeng
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014576138
Saved in:
247
Cross-asset tandem trading and extraordinary volatility
Garrison, Robert
;
Jain, Pankaj K.
;
Paddrik, Mark
- In:
The journal of futures markets
44
(
2024
)
9
,
pp. 1508-1542
Persistent link: https://www.econbiz.de/10015110684
Saved in:
248
Innovations in exchange-traded funds : a comprehensive analytical overview
Nguyen, Vinh Huy
;
Zhao, Le
;
Mishra, Suchismita
- In:
American journal of finance and accounting
8
(
2024
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10015060768
Saved in:
249
Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation
Yagi, Isao
;
Guan, Xin
;
Mizuta, Takanobu
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062573
Saved in:
250
Limits to arbitrage and the term structure of CIP violations
Wohlfarth, Paul
;
Chen, Xiaohong
- In:
Journal of international financial markets, …
95
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015063604
Saved in:
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