//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of mathematical economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Arbitrage"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
33
Theorie
17
Theory
17
Anlageverhalten
6
Behavioural finance
6
Börsenkurs
5
Share price
5
Capital income
4
Financial market
4
Finanzmarkt
4
Kapitaleinkommen
4
limits to arbitrage
4
Allgemeines Gleichgewicht
3
Arbitrage Pricing
3
Arbitrage pricing
3
CAPM
3
General equilibrium
3
Investitionsrisiko
3
Investment risk
3
Speculation
3
Spekulation
3
Transaction costs
3
Transaktionskosten
3
Allocation
2
Allokation
2
Bubbles
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Electronic trading
2
Elektronisches Handelssystem
2
Equilibrium theory
2
Estimation
2
Financial crisis
2
Finanzkrise
2
Gleichgewichtstheorie
2
Hedge fund
2
Hedgefonds
2
Incomplete market
2
Liquidity
2
Liquidität
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
32
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
32
Undetermined
1
Author
All
Jouini, Elyès
3
Page, Frank H.
3
Chichilnisky, Graciela
2
Wooders, Myrna Holtz
2
Allouch, Nizar
1
Balbás de la Corte, Alejandro
1
Barillas, Francisco
1
Brams, Steven J.
1
Calluzzo, Paul
1
Carassus, Laurence
1
Chambers, Robert G.
1
Chinco, Alex
1
Choi, Jaewon
1
Choy, Siu Kai
1
Clark, Stephen A.
1
Clarke, Jonathan E.
1
Colliard, Jean-Edouard
1
Da, Zhi
1
Engelberg, Joseph
1
Ferreira, Miguel A.
1
Feunou, Bruno
1
Fontaine, Jean-Sébastien
1
Fontana, Claudio
1
Ha-huy, Thai
1
Hens, Thorsten
1
Herings, Peter Jean-Jacques
1
Hwang, Byoung-Hyoun
1
Kozhan, Roman
1
Le Van, Cuong
1
Le, Anh
1
Liu, Baixiao
1
Lundblad, Christian
1
Massa, Massimo
1
Matos, Pedro
1
Mayordomo, Sergio
1
Menkveld, Albert J.
1
Merrill, Samuel
1
Miao, Jianjun
1
Mirás, Miguel Ángel
1
Moneta, Fabio
1
more ...
less ...
Published in...
All
Journal of mathematical economics
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
60
Journal of financial economics
44
NBER working paper series
43
The journal of finance : the journal of the American Finance Association
39
Journal of banking & finance
38
Working paper / National Bureau of Economic Research, Inc.
37
The review of financial studies
36
NBER Working Paper
34
Discussion paper / Centre for Economic Policy Research
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
MPRA Paper
25
Finance and stochastics
24
International review of financial analysis
23
Pacific-Basin finance journal
23
Finance and Stochastics
22
Post-Print / HAL
22
International journal of theoretical and applied finance
21
Journal of financial markets
21
CEPR Discussion Papers
20
Economics Papers from University Paris Dauphine
20
Energy economics
20
Journal of empirical finance
20
Discussion papers / CEPR
19
Finance research letters
19
IMF Working Papers
18
Journal of international financial markets, institutions & money
18
Quantitative finance
18
Working Paper
18
Journal of financial and quantitative analysis : JFQA
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Working paper
16
Applied economics
15
Discussion Paper Serie B
15
Documents de travail du Centre d'Economie de la Sorbonne
15
Mathematics and financial economics
15
Discussion paper / LSE Financial Markets Group
14
Annals of finance
13
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
33
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Financialization and commodity markets serial dependence
Da, Zhi
;
Tang, Ke
;
Tao, Yubo
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2122-2143
Persistent link: https://www.econbiz.de/10014519909
Saved in:
2
Bank regulatory capital arbitrage : evidence from housing overappraisals
Mayordomo, Sergio
;
Rachedi, Omar
;
Rodríguez Moreno, María
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2255-2271
Persistent link: https://www.econbiz.de/10014519938
Saved in:
3
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
4
The ex ante likelihood of bubbles
Chinco, Alex
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 1222-1244
Persistent link: https://www.econbiz.de/10014295478
Saved in:
5
Tractable term structure models
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Le, Anh
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8411-8429
Persistent link: https://www.econbiz.de/10014280217
Saved in:
6
When anomalies are publicized broadly, do institutions trade accordingly?
Calluzzo, Paul
;
Moneta, Fabio
;
Topaloglu, Selim
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4555-4574
Persistent link: https://www.econbiz.de/10012118078
Saved in:
7
Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
Saved in:
8
Dark trading and post-earnings-announcement drift
Thomas, Jacob
;
Zhang, X. Frank
;
Zhu, Wei
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7785-7811
Persistent link: https://www.econbiz.de/10012815751
Saved in:
9
Catching falling knives : speculating on liquidity shocks
Colliard, Jean-Edouard
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2573-2591
Persistent link: https://www.econbiz.de/10011741403
Saved in:
10
Arbitrage involvement and security prices
Hwang, Byoung-Hyoun
;
Liu, Baixiao
;
Xu, Wei
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2858-2875
Persistent link: https://www.econbiz.de/10012039872
Saved in:
11
The flash crash : a cautionary tale about highly fragmented markets
Menkveld, Albert J.
;
Yueshen, Bart Zhou
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4470-4488
Persistent link: https://www.econbiz.de/10012118063
Saved in:
12
Dealer liquidity provision and the breakdown of the law of one price : evidence from the CDS-bond basis
Choi, Jaewon
;
Shachar, Or
;
Shin, Sean Seunghun
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4100-4122
Persistent link: https://www.econbiz.de/10012118544
Saved in:
13
Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco
;
Nimark, Kristoffer P.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
Saved in:
14
Large market games, the law of one price, and market structure
Toraubally, Waseem A.
- In:
Journal of mathematical economics
78
(
2018
),
pp. 13-26
Persistent link: https://www.econbiz.de/10012105447
Saved in:
15
Investor-stock decoupling in mutual funds
Ferreira, Miguel A.
;
Massa, Massimo
;
Matos, Pedro
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2144-2163
Persistent link: https://www.econbiz.de/10011874043
Saved in:
16
Introduction to economic theory of bubbles
Miao, Jianjun
- In:
Journal of mathematical economics
53
(
2014
),
pp. 130-136
Persistent link: https://www.econbiz.de/10011297130
Saved in:
17
A transaction-level analysis of spatial arbitrage : the role of habit, attention, and electronic trading
Overby, Eric
;
Clarke, Jonathan E.
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 394-412
Persistent link: https://www.econbiz.de/10009512148
Saved in:
18
Market madness? : the case of mad money
Engelberg, Joseph
;
Sasseville, Caroline
;
Williams, Jared
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 351-364
Persistent link: https://www.econbiz.de/10009512153
Saved in:
19
Execution risk in high-frequency arbitrage
Kozhan, Roman
;
Tham, Wing Wah
- In:
Management science : journal of the Institute for …
58
(
2012
)
11
,
pp. 2131-2149
Persistent link: https://www.econbiz.de/10009679737
Saved in:
20
No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions
Nguyen, Manh-hung
;
Ha-huy, Thai
- In:
Journal of mathematical economics
46
(
2010
)
1
,
pp. 128-131
Persistent link: https://www.econbiz.de/10003948410
Saved in:
21
Narrowing the no-arbitrage bounds
Chambers, Robert G.
;
Quiggin, John C.
- In:
Journal of mathematical economics
44
(
2008
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003622892
Saved in:
22
Endogenous market integration, manipulation and limits to arbitrage
Zigrand, Jean-Pierre
- In:
Journal of mathematical economics
42
(
2006
)
3
,
pp. 301-314
Persistent link: https://www.econbiz.de/10003322710
Saved in:
23
Limits to arbitrage when market participation is restricted
Hens, Thorsten
;
Herings, Peter Jean-Jacques
; …
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 556-564
Persistent link: https://www.econbiz.de/10003376540
Saved in:
24
Arbitrage and equilibrium in unbounded exchange economies with satiation
Allouch, Nizar
;
Le Van, Cuong
;
Page, Frank H.
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 661-674
Persistent link: https://www.econbiz.de/10003376548
Saved in:
25
Projective system approach to the martingale characterization of the absence of arbitrage
Balbás de la Corte, Alejandro
;
Mirás, Miguel Ángel
; …
- In:
Journal of mathematical economics
37
(
2002
)
4
,
pp. 311-323
Persistent link: https://www.econbiz.de/10001703425
Saved in:
26
Special issue: arbitrage and control problems in finance
Jouini, Elyès
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001567687
Saved in:
27
A discrete stochasic model for investment with an application to the transaction costs case
Carassus, Laurence
;
Jouini, Elyès
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001471633
Saved in:
28
Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès
- In:
Journal of mathematical economics
34
(
2000
)
4
,
pp. 547-558
Persistent link: https://www.econbiz.de/10001531840
Saved in:
29
Arbitrage, equilibrium, and gains from trade : a counterexample
Monteiro, Paulo Klinger
- In:
Journal of mathematical economics
28
(
1997
)
4
,
pp. 481-501
Persistent link: https://www.econbiz.de/10001233715
Saved in:
30
Limited arbitrage is necessary and sufficient for the existence of an equilibrium
Chichilnisky, Graciela
- In:
Journal of mathematical economics
28
(
1997
)
4
,
pp. 470-479
Persistent link: https://www.econbiz.de/10001233717
Saved in:
31
A topological invariant for competitive markets
Chichilnisky, Graciela
- In:
Journal of mathematical economics
28
(
1997
)
4
,
pp. 445-469
Persistent link: https://www.econbiz.de/10001233721
Saved in:
32
The valuation problem in arbitrage price theory
Clark, Stephen A.
- In:
Journal of mathematical economics
22
(
1993
)
5
,
pp. 463-478
Persistent link: https://www.econbiz.de/10001148328
Saved in:
33
Equilibrium strategies for final-offer arbitration: there is no median convergence
Brams, Steven J.
;
Merrill, Samuel
- In:
Management science : journal of the Institute for …
29
(
1983
)
8
,
pp. 927-941
Persistent link: https://www.econbiz.de/10003500150
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->