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ECONIS (ZBW)
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401
What is the real relationship between cash holdings and stock returns?
Ang, Tze Chuan
;
Lam, F. Y. Eric C.
;
Ma, Tai
;
Wang, Shujing
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 513-528
Persistent link: https://www.econbiz.de/10012372841
Saved in:
402
The role of stock price synchronicity on the return-sentiment relation
Rao, Lanlan
;
Zhou, Liyun
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 119-131
Persistent link: https://www.econbiz.de/10012117822
Saved in:
403
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:
404
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:
405
Cross-product manipulation in electricity markets, microstructure models and asymmetric information
Lo Prete, Chiara
;
Hogan, William W.
;
Liu, Bingyuan
; …
- In:
The energy journal
40
(
2019
)
5
,
pp. 221-246
Persistent link: https://www.econbiz.de/10012118265
Saved in:
406
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:
407
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:
408
Extraterritoriality of swaps regulation and regulatory arbitrage
D'Avino, Carmela
- In:
Journal of regulatory economics
56
(
2019
)
2/3
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012301103
Saved in:
409
Stock future implementation : CSI 300 index rebalance
Wang, Haoyu
;
Guo, Peng
;
Wang, Yuhan
- In:
Modern economy
10
(
2019
)
8
,
pp. 1914-1945
Persistent link: https://www.econbiz.de/10012194184
Saved in:
410
Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian
;
Stübinger, Johannes
;
Grottke, Michael
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 571-585
Persistent link: https://www.econbiz.de/10012194697
Saved in:
411
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
Saved in:
412
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Endres, Sylvia
;
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1727-1740
Persistent link: https://www.econbiz.de/10012194819
Saved in:
413
Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1771-1774
Persistent link: https://www.econbiz.de/10012194825
Saved in:
414
Time, arbitrage, and the law of one price : the case for a paradigm shift
Falahati, Kazem
- In:
Journal of economic issues
53
(
2019
)
1
,
pp. 115-154
Persistent link: https://www.econbiz.de/10012195513
Saved in:
415
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Saved in:
416
How local in time is the no-arbitrage property under capital gains taxes?
Kühn, Christoph
- In:
Mathematics and financial economics
13
(
2019
)
3
,
pp. 329-358
Persistent link: https://www.econbiz.de/10012055822
Saved in:
417
Dispersion trading : an empirical analysis on the S&P 100 options
Ferrari, Pierpaolo
;
Poy, Gabriele
;
Abate, Guido
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012056045
Saved in:
418
Stock index futures arbitrage : evidence from a meta-analysis
Białkowski, Je̜drzej
;
Perera, Devmali
- In:
International review of financial analysis
61
(
2019
),
pp. 284-294
Persistent link: https://www.econbiz.de/10012207007
Saved in:
419
The intertemporal risk-return relation, investor behavior, and technical trading profits : evidence from the G-7 countries
Kang, Moonsoo
;
Krausz, Joshua
;
Nam, Kiseok
- In:
The European journal of finance
25
(
2019
)
8
,
pp. 780-798
Persistent link: https://www.econbiz.de/10012207029
Saved in:
420
Credit default swaps and the UK 2008-09 short sales ban
Coakley, Jerry
;
Boonlert Jitmaneeroj
;
Wood, Andrew
- In:
The European journal of finance
25
(
2019
)
14
,
pp. 1328-1349
Persistent link: https://www.econbiz.de/10012207099
Saved in:
421
High-dimensional statistical arbitrage with factor models and stochastic control
Guijarro-Ordonez, Jorge
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10012210319
Saved in:
422
The behavior of an institutional investor with arbitrage opportunities and liquidity risk
Sung, Sangwook
;
Cho, Hoon
;
Ryu, Doojin
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012210426
Saved in:
423
Price discovery and arbitrage efficiency test : a study of indian options market
Malik, N.S.
;
Bhardwaj, Komal
;
Singla, Rajat
- In:
Finance India : the quarterly journal of Indian …
33
(
2019
)
3
,
pp. 623-638
Persistent link: https://www.econbiz.de/10012263545
Saved in:
424
Empirical testing of arbitrage pricing theory in the Indian stock market : factor analysis approach
Menani, Shikha
;
Jhamb, H. V.
- In:
Business analyst : a refereed journal of Shri Ram …
40
(
2019
)
2
,
pp. 61-95
Persistent link: https://www.econbiz.de/10013177243
Saved in:
425
Stock-ADR arbitrage : microstructure risk
Mitra, Sovan
;
Chinthalapati, V. L. Raju
;
Clark, Ephraim
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012263282
Saved in:
426
Message traffic restrictions and relative pricing efficiency : evidence from index futures contracts and exchange-traded funds
Lepone, Andrew
;
Wen, Jun
;
Yang, Jin Young
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 366-375
Persistent link: https://www.econbiz.de/10012035198
Saved in:
427
Fintech, regulatory arbitrage, and the rise of shadow banks
Buchak, Greg
;
Matvos, Gregor
;
Piskorski, Tomasz
;
Seru, Amit
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 453-483
Persistent link: https://www.econbiz.de/10012051340
Saved in:
428
One fundamental and two taxes : when does a Tobin tax reduce financial price volatility?
Deng, Yongheng
;
Liu, Xin
;
Wei, Shang-jin
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 663-692
Persistent link: https://www.econbiz.de/10012051363
Saved in:
429
Does convertible arbitrage risk exposure vary through time?
Gallagher, Liam
;
Hutchinson, Mark
;
O’Brien, John
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011976148
Saved in:
430
Tax optimization of municipal bond portfolios : investment selection and tax rate arbitrage
Kalotay, Andrew J.
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 118-124
Persistent link: https://www.econbiz.de/10011980750
Saved in:
431
Algorithmic trading effects on KOSPI
Kim, Hae-Young
;
Jung, Heon-Yong
- In:
International journal of applied business and economic …
16
(
2018
)
1
,
pp. 183-188
Persistent link: https://www.econbiz.de/10011981806
Saved in:
432
How does the stock market absorb shocks?
Frank, Murray Z.
;
Sanati, Ali
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 136-153
Persistent link: https://www.econbiz.de/10011982171
Saved in:
433
Multi-market trading and liquidity : evidence from cross-listed companies
Atanasova, Christina
;
Li, Mingxin
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 117-138
Persistent link: https://www.econbiz.de/10011983843
Saved in:
434
Preferences for lottery stocks at Borsa Istanbul
Alkan, Ulas
;
Guner, Biliana
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011984137
Saved in:
435
Market power and forward prices
Ruddell, Keith
;
Downward, Anthony
;
Philpott, Andy
- In:
Economics letters
166
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10012011935
Saved in:
436
Toward a general theory of regulatory arbitrage : a marketing systems perspective
Gloukhovtsev, Alexei
;
Schouten, John W.
;
Mattila, Pekka
- In:
Journal of public policy & marketing : JPP & M ; an …
37
(
2018
)
1
,
pp. 142-151
Persistent link: https://www.econbiz.de/10012016482
Saved in:
437
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
438
Covered interest parity and frictions in currency and money markets : analysis of British pound and dollar for the period 1999-2006
Warburton, Christopher E. S.
- In:
Applied econometrics and international development
18
(
2018
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012000529
Saved in:
439
The MAX effect : Lottery stocks with price limits and limits to arbitrage
Hung, Weifeng
;
Yang, J. Jimmy
- In:
Journal of financial markets
41
(
2018
),
pp. 77-91
Persistent link: https://www.econbiz.de/10012001786
Saved in:
440
Examining the equilibrium relationship between the Shanghai 50 stock index futures and the Shanghai 50 ETF options markets
Wang, Jinzhong
;
Kang, Hao
;
Xia, Fei
;
Li, Guowei
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
10/11/12
,
pp. 2557-2576
Persistent link: https://www.econbiz.de/10012124755
Saved in:
441
Permit banking in emission trading : competition, arbitrage and linkage
Chen, Yihsu
;
Tanaka, Makoto
- In:
Energy economics
71
(
2018
),
pp. 70-82
Persistent link: https://www.econbiz.de/10011942949
Saved in:
442
Equivalent volume and comovement
Staer, Arsenio
;
Sottile, Pedro
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 143-157
Persistent link: https://www.econbiz.de/10012034530
Saved in:
443
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:
444
Stock market undervaluation of resourceredeployability
Sakhartov, Arkadiy V.
- In:
Strategic management journal
39
(
2018
)
4
,
pp. 1059-1082
Persistent link: https://www.econbiz.de/10012161453
Saved in:
445
Credit default swaps and regulatory capital relief : evidence from European banks
Thornton, John
;
Di Tommaso, Caterina
- In:
Finance research letters
26
(
2018
),
pp. 255-260
Persistent link: https://www.econbiz.de/10012005692
Saved in:
446
Picking up the pennies in front of the bulldozer : the profitability of gilt based trading strategies
Quinn, Barry
;
Hanna, Alan
;
MacDonald, Fred
- In:
Finance research letters
27
(
2018
),
pp. 214-222
Persistent link: https://www.econbiz.de/10012006864
Saved in:
447
The effect of confidence in valuation estimates on arbitrager behavior and market prices
Murphy, Austin
;
Fu, Liang
- In:
The journal of behavioral finance : a publication of …
19
(
2018
)
3
,
pp. 359-363
Persistent link: https://www.econbiz.de/10012009722
Saved in:
448
Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
4
,
pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
Saved in:
449
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
Saved in:
450
Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? : evidence from the Chinese stock market
Wan, Xiaoyuan
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011791689
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