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  • Search: subject:"limits to arbitrage"
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Year of publication
Subject
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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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Online availability
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Undetermined 100 Free 79 CC license 1
Type of publication
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Article 118 Book / Working Paper 81 Other 1
Type of publication (narrower categories)
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Article in journal 99 Aufsatz in Zeitschrift 99 Working Paper 48 Arbeitspapier 33 Graue Literatur 32 Non-commercial literature 32 Article 1 research-article 1 review-article 1
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Language
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English 162 Undetermined 38
Author
All
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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Institution
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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...
All
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
Showing 131 - 140 of 200
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Market liquidity and exposure of hedge funds
Siegmann, Adriaan Hendrik; Stefanova, Denitsa - 2011
Persistent link: https://www.econbiz.de/10009720730
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