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Arbitrage Pricing
22
Arbitrage pricing
22
Arbitrage
9
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8
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5
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5
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5
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Journal of financial economics
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of banking & finance
17
NBER working paper series
16
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8
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International review of financial analysis
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ECONIS (ZBW)
22
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1
The level, slope, and curve factor model for stocks
Clarke, Charles
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 159-187
Persistent link: https://www.econbiz.de/10013350632
Saved in:
2
Intraday arbitrage between ETFs and their underlying portfolios
Box, Travis
;
Davis, Ryan
;
Evans, Richard
;
Lynch, Andrew
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1078-1095
Persistent link: https://www.econbiz.de/10012873154
Saved in:
3
The impact of arbitrage on market liquidity
Rösch, Dominik
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 195-213
Persistent link: https://www.econbiz.de/10012650701
Saved in:
4
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
5
Turning alphas into betas : arbitrage and endogenous risk
Cho, Thummim
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10012652836
Saved in:
6
Trading and arbitrage in cryptocurrency markets
Makarov, Igor
;
Schoar, Antoinette
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10012543080
Saved in:
7
Overcoming limits of arbitrage : theory and evidence
Homberta, Johan
;
Thesmar, David
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10010255544
Saved in:
8
Limited arbitrage between equity and credit markets
Kapadia, Nikunj
;
Pu, Xiaoling
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 565-580
Persistent link: https://www.econbiz.de/10009666810
Saved in:
9
Arbitrage crashes and the speed of capital
Mitchell, Mark
;
Pulvino, Todd
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 469-490
Persistent link: https://www.econbiz.de/10009622475
Saved in:
10
Limits-to-arbitrage, investment frictions, and the asset growth anomaly
Lam, F. Y. Eric C.
;
Wei, K. C. John
- In:
Journal of financial economics
102
(
2011
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10009308262
Saved in:
11
Mispricing of dual-class shares : profit opportunities, arbitrage, and trading
Schultz, Paul H.
;
Shive, Sophie
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 524-549
Persistent link: https://www.econbiz.de/10008827016
Saved in:
12
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
Saved in:
13
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
Saved in:
14
On the role of arbitrageurs in rational markets
Başak, Suleyman
;
Croitoru, Benjamin
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10003340670
Saved in:
15
Short- and long-term demand curves for stocks : theory and evidence on the dynamics of arbitrage
Greenwood, Robin
- In:
Journal of financial economics
75
(
2005
)
3
,
pp. 607-649
Persistent link: https://www.econbiz.de/10002637883
Saved in:
16
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Hogan, Steve
;
Jarrow, Robert A.
;
Teo, Melvyn
;
Warachka, …
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 525-565
Persistent link: https://www.econbiz.de/10002204680
Saved in:
17
Arbitrage risk and the book-to-market anomaly
Ali, Ashiq
;
Hwang, Lee-Seok
;
Trombley, Mark A.
- In:
Journal of financial economics
69
(
2003
)
2
,
pp. 355-373
Persistent link: https://www.econbiz.de/10001778006
Saved in:
18
Special issue: Limits on arbitrage
2002
Persistent link: https://www.econbiz.de/10001712385
Saved in:
19
Synchronization risk and delayed arbitrage
Abreu, Dilip
;
Brunnermeier, Markus Konrad
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001712422
Saved in:
20
Limited arbitrage in mergers and acquisitions
Baker, Malcolm
;
Savaşoglu, Serkan
- In:
Journal of financial economics
64
(
2002
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001670894
Saved in:
21
Extracting factors from heteroskedastic asset returns
Jones, Christopher S.
- In:
Journal of financial economics
62
(
2001
)
2
,
pp. 293-325
Persistent link: https://www.econbiz.de/10001621743
Saved in:
22
Pricing and hedging in incomplete markets
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
Saved in:
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