Search Results - subject:"limits of arbitrage"

What constrains liquidity provision? : evidence from hedge fund trades

Franzoni, Francesco; Plazzi, Alberto; Cotelioglu, Efe - 2019

Persistent link: https://www.econbiz.de/10012131455

Idiosyncratic skewness, gambling preference, and cross-section of stock returns : Evidence from China

Yao, Shouyu; Wang, Chunfeng; Cui, Xin; Fang, Zhenming - In: Pacific-Basin finance journal 53 (2019), pp. 464-483

Persistent link: https://www.econbiz.de/10012133582

Market frictions, arbitrage, and the capitalization of amenities

Ouazad, Amine; Rancière, Romain - 2019

Persistent link: https://www.econbiz.de/10012151305

Limits to arbitrage and the MAX anomaly in advanced emerging markets

Seif, Mostafa; Docherty, Paul; Shamsuddin, Abul - In: Emerging markets review 36 (2018), pp. 95-109

Persistent link: https://www.econbiz.de/10012114847

Limits of arbitrage and idiosyncratic volatility : evidence from China stock market

Gu, Ming; Kang, Wenjin; Xu, Bu - In: Journal of banking & finance 86 (2018), pp. 240-258

Persistent link: https://www.econbiz.de/10011962481

Using Behavioral Economics to Analyze Credit Policies in the Banking Industry

Peón, David; Calvo, Anxo - In: European Research Studies Journal XV (2012) 3, pp. 145-160

2008 world financial meltdown highlighted significant shortcomings on procedures used by the banking sector to provide credit to the real economy. A long period of indulgence granting personal loans and mortgages that boosted a credit bubble all over the world has been followed by an era of...

Persistent link: https://www.econbiz.de/10011031794

CDS-bond basis and bond return predictability

Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337

Persistent link: https://www.econbiz.de/10011664711

Institutional investors and stock return anomalies

Edelen, Roger M.; Ince, Ozgur S.; Kadlec, Gregory B. - In: Journal of financial economics 119 (2016) 3, pp. 472-488

Persistent link: https://www.econbiz.de/10011589910

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

Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage

Arnold, Lutz G. - Wirtschaftswissenschaftliche Fakultät, Universität … - 2009

This paper gives a complete characterization of the equilibria in Shleifer and Vishny's (1997) model of "Limits of … Arbitrage". We show that expected wealth (the arbitrageurs' objective function) is a possibly non-concave function of investment …

Persistent link: https://www.econbiz.de/10008460987