Search Results - subject_exact:"Arbitrage pricing theory"

The impact of the last two presidential periods on the performance of the Indonesia stock exchanges : an approach of arbitrage pricing theory

Garnia, Erna; Riadi, Deden Rizal; T Tahmat; Nainggolan, … - In: Contemporary economics 18 (2024) 3, pp. 301-320

This study aims to examine the influence of economic and non-economic macro factors on the performance of the Indonesia Stock Exchange (IDX) and the differences in their effects on the last two presidential terms using the Arbitrage Pricing Theory (APT) approach. The macro factors studied are an...

Persistent link: https://www.econbiz.de/10015189610

Arbitrage pricing theory for idiosyncratic variance factors

Renaut, Eric; Heijden, Thijs van der; Werker, Bas J. M. - In: Journal of financial econometrics 21 (2023) 5, pp. 1403-1442

Persistent link: https://www.econbiz.de/10014444683

Bitcoin arbitrage and exchange default risk

Guo, Weiwei; Jahanshahloo, Hossein - In: Finance research letters 71 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015196494

Wish or reality? : on the exploitability of triangular arbitrage in cryptocurrency markets

Muck, Matthias; Schmidl, Thomas; Wolf, Julian - In: Finance research letters 73 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015210351

The impact of the last two presidential periods on the performance of the Indonesia stock exchanges: An approach of arbitrage pricing theory

Garnia, Erna; Riadi, Deden Rizal; Nainggolan, Ida Margareta - In: Contemporary Economics 18 (2024) 3, pp. 301-320

Persistent link: https://www.econbiz.de/10015326037

Microstructure implications of ETF arbitrage with custom baskets

Körükmez, Berke - 2024

Exchange-traded funds (ETFs) are typically considered to be passive investment vehicles designed to track a benchmark index. However, with the promulgation of the Securities and Exchange Commission's 2019 ETF Rule, funds are permitted the use of custom creation/redemption baskets. This change...

Persistent link: https://www.econbiz.de/10015168534