Search Results - subject:"arbitrage theory" - EconBiz

The No-Arbitrage Hypothesis and Inertia in Forward Markets1

Ferreira, José Luis; Kujal, Praveen; Rassenti, Stephen - 2023

It is well known that the no-arbitrage condition in forward markets is obtained as a feature of the equilibrium if the model allows for strategic behavior on the part of the buyers. We experimentally test for the no-arbitrage condition in a forward market by allowing for active buyers. We test...

Persistent link: https://www.econbiz.de/10014347779

Arbitrage-free neural-SDE market models

Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng - In: Applied mathematical finance 30 (2023) 1, pp. 1-46

Persistent link: https://www.econbiz.de/10014390284

Pairs trading based on Empirical Mode Decomposition (EMD)

Zarintaj, Bahareh; Aghasi, Saeed; Baktash, Forozan - In: Iranian journal of finance 7 (2023) 3, pp. 95-119

Persistent link: https://www.econbiz.de/10014429061

Platforms as arbitrageurs and facilitators of arbitrage : a simple analysis

Waterson, Michael - 2023

Persistent link: https://www.econbiz.de/10014430042

Seeking alpha in the housing market

LaCour-Little, Michael; Yang, Jing - In: The journal of real estate finance and economics 67 (2023) 3, pp. 319-374

Persistent link: https://www.econbiz.de/10014383367

Efficiency of Indian equity futures market : an empirical analysis with reference to national stock exchange

Roy, Partha Sarathi; Chakraborty, Tanupa - In: Global business review 24 (2023) 6, pp. 1326-1352

Persistent link: https://www.econbiz.de/10014433217

Mispricing in inflation markets

Barria, Rodrigo; Pinter, Gabor - 2023

Persistent link: https://www.econbiz.de/10014373722

Can the basis lead to arbitrage profits on the MISO exchange?

Jones, Kevin - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 1-6

Persistent link: https://www.econbiz.de/10014366152

Copula-based trading of cointegrated cryptocurrency pairs

Tadi, Masood; Witzany, Jiří - 2023

Persistent link: https://www.econbiz.de/10014301307

Technical analysis as a sentiment barometer and the cross-section of stock returns

Ding, Wenjie; Mazouz, Khelifa; Ap Gwilym, Owain; Wang, … - In: Quantitative finance 23 (2023) 11, pp. 1617-1636

Persistent link: https://www.econbiz.de/10014419182

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