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Search: subject:"limits to arbitrage"
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Arbitrage
118
Limits to arbitrage
89
limits to arbitrage
77
Börsenkurs
58
Share price
57
Capital income
56
Kapitaleinkommen
56
Theorie
49
Theory
48
Anlageverhalten
45
Behavioural finance
45
CAPM
39
Portfolio selection
33
Portfolio-Management
33
Arbitrage Pricing
21
Financial market
21
Finanzmarkt
21
Arbitrage pricing
20
Risiko
18
Risk
18
Aktienmarkt
16
Limits to Arbitrage
16
Stock market
16
Volatilität
16
Capital market returns
15
Kapitalmarktrendite
15
Liquidity
15
Risikoprämie
15
Risk premium
15
Volatility
15
Estimation
14
Forecasting model
14
Prognoseverfahren
14
Schätzung
14
Liquidität
13
Mispricing
13
Leerverkauf
12
Short selling
12
Welt
12
World
12
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Undetermined
100
Free
79
CC license
1
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Article
118
Book / Working Paper
81
Other
1
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Article in journal
99
Aufsatz in Zeitschrift
99
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48
Arbeitspapier
33
Graue Literatur
32
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32
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1
research-article
1
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English
162
Undetermined
38
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Pagano, Marco
10
Kovbasyuk, Sergei
6
Bartram, Söhnke M.
5
Menkhoff, Lukas
5
Sarno, Lucio
5
Schmeling, Maik
5
Schrimpf, Andreas
5
Stulz, René M.
4
Wei, K. C. John
4
Allen, Franklin
3
Ang, Tze Chuan
3
Brown, Gregory W.
3
Choi, Jaewon
3
Han, Bing
3
Hanson, Samuel G.
3
Jacobs, Heiko
3
Kondor, Péter
3
Kovbasjuk, Sergej
3
Lam, F. Y. Eric C.
3
Malkhozov, Aytek
3
Nowak, Eric
3
Ramadorai, Tarun
3
Shachar, Or
3
Smajlbegovic, Esad
3
Stefanova, Denitsa
3
Taylor, Mark P.
3
Tengulov, Angel
3
Wang, Shujing
3
Wojtowicz, Marcin
3
Acharya, Viral V.
2
Choy, Siu Kai
2
Cross, Rod
2
Deville, Laurent
2
Easton, Steve
2
Filippou, Ilias
2
Fontana, Alessandro
2
Hachula, Michael
2
Hong, Gee Hee
2
Jappelli, Ruggero
2
Kang, Kenneth H.
2
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C.E.P.R. Discussion Papers
6
Tinbergen Instituut
2
Banca d'Italia
1
Bank for International Settlements (BIS)
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
Center for Financial Studies
1
Centro Studi di Economia e Finanza (CSEF)
1
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
1
Cowles Foundation for Research in Economics, Yale University
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Econometric Society
1
Economics Department, University of Strathclyde
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
European Central Bank
1
Faculty of Economics, University of Cambridge
1
HAL
1
Magyar Nemzeti Bank (MNB)
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Finance, Universität St. Gallen
1
Scottish Institute for Research in Economics (SIRE)
1
Tilburg University, Center for Economic Research
1
Türkiye Cumhuriyet Merkez Bankası
1
Université Paris-Dauphine (Paris IX)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Published in...
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Journal of financial economics
12
Pacific-Basin finance journal
9
Journal of banking & finance
8
Journal of empirical finance
7
CEPR Discussion Papers
6
Journal of financial markets
6
International review of financial analysis
5
Journal of Financial Economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
CFS Working Paper Series
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of Financial Markets
4
CFS working paper series
3
Discussion papers / CEPR
3
Review of finance : journal of the European Finance Association
3
Staff Report
3
CESifo Working Paper
2
CESifo working papers
2
Discussion paper / Tinbergen Institute
2
Economic research
2
Finance research letters
2
HKIMR working paper
2
International review of economics & finance : IREF
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international financial markets, institutions & money
2
Journal of investment management : JOIM
2
MNB Working Papers
2
NES working paper series : working paper
2
Research in international business and finance
2
Research paper series / Swiss Finance Institute
2
Staff reports / Federal Reserve Bank of New York
2
The European journal of finance
2
The journal of futures markets
2
Tinbergen Institute Discussion Paper
2
Tinbergen Institute Discussion Papers
2
Working papers / Bank for International Settlements
2
Working papers on finance
2
ACRN journal of finance and risk perspectives
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Accounting forum : advancing the interdisciplinary and global connection of accounting research
1
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Source
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ECONIS (ZBW)
135
RePEc
46
EconStor
16
Other ZBW resources
2
BASE
1
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131
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200
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131
Asset fire sales in equity markets : evidence from a quasi-natural experiment
Larrain, Borja
;
Muñoz, Daniel
;
Tessada, José A.
- In:
Journal of financial intermediation
30
(
2017
),
pp. 71-85
Persistent link: https://www.econbiz.de/10011822421
Saved in:
132
Price limits and the value premium in the Taiwan stock market
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Lin, Lin
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
41
(
2017
),
pp. 26-45
Persistent link: https://www.econbiz.de/10011800487
Saved in:
133
Limits-to-arbitrage
, investment frictions, and innovation anomalies
Chan, Konan
;
Lin, Yueh-hsiang
;
Yanzhi, Wang
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011800610
Saved in:
134
Stock return anomalies and individual investors in the Korean stock market
Jang, Jeewon
- In:
Pacific-Basin finance journal
46
(
2017
),
pp. 141-157
Persistent link: https://www.econbiz.de/10011800969
Saved in:
135
Market Liquidity and Exposure of Hedge Funds
Siegmann, Arjen
;
Stefanova, Denitsa
-
2011
We examine whether the drastic improvement in liquidity in the US stockmarket after 2003 has impacted the systematic exposures of hedge funds to theUS-stock market. The relation between market exposure and Amihud’s illiquiditymeasure reverses significantly around a breakpoint situated...
Persistent link: https://www.econbiz.de/10010326251
Saved in:
136
Market Liquidity and Exposure of Hedge Funds
Siegmann, Arjen
;
Stefanova, Denitsa
-
Tinbergen Instituut
-
2011
We examine whether the drastic improvement in liquidity in the US stockmarket after 2003 has impacted the systematic exposures of hedge funds to theUS-stock market. The relation between market exposure and Amihud’s illiquiditymeasure reverses significantly around a breakpoint situated...
Persistent link: https://www.econbiz.de/10011256985
Saved in:
137
The sovereign credit default swap market: price discovery, volumes and links with banks' risk premia
Carboni, Alessandro
-
Banca d'Italia
-
2011
This paper looks into the sovereign credit default swap (CDS) market from two perspectives. First, it analyses the relation between CDS and bond spreads. The results on a single-entity basis suggest that the CDS market leads the bond market in price discovery, especially during 2010, while both...
Persistent link: https://www.econbiz.de/10009320174
Saved in:
138
Currency Momentum Strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
Bank for International Settlements (BIS)
-
2011
, there seem to be very effective
limits
to
arbitrage
which prevent momentum returns from being easily exploitable in currency …
Persistent link: https://www.econbiz.de/10009395213
Saved in:
139
Gambling on the stock market: the case of bankrupt companies
Coelho, Luís Miguel Serra
;
John, Kose
;
Taffler, Richard J.
-
Centro de Estudos e Formação Avançada em Gestão e …
-
2011
of gambling-motivated trading by retail investors and
limits
to
arbitrage
seems to lead to the anomalous results we …
Persistent link: https://www.econbiz.de/10008800999
Saved in:
140
Market liquidity and exposure of hedge funds
Siegmann, Adriaan Hendrik
;
Stefanova, Denitsa
-
2011
Persistent link: https://www.econbiz.de/10009720730
Saved in:
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