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Search: subject_exact:"Arbitragegeschäft"
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Arbitrage
2,866
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Arbitrage pricing
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Vayanos, Dimitri
35
Jarrow, Robert A.
22
Gromb, Denis
19
Jouini, Elyès
19
Stübinger, Johannes
19
Chichilnisky, Graciela
16
Krauss, Christopher
16
Fung, Joseph K. W.
13
Jiang, Wei
13
Acharya, Viral V.
12
Goldstein, Itay
12
Kempf, Alexander
12
Page, Frank H.
12
Rime, Dagfinn
12
Stein, Jeremy C.
11
Dionne, Georges
10
Dow, James
10
Ghosh, Dilip K.
10
Stambaugh, Robert F.
10
Zigrand, Jean-Pierre
10
Fabozzi, Frank J.
9
Rahi, Rohit
9
Taylor, Alan M.
9
Yuan, Yu
9
Apreda, Rodolfo
8
Branch, Ben Shirley
8
Bühler, Wolfgang
8
Edmans, Alex
8
Fardeau, Vincent
8
Franzoni, Francesco
8
Guirguis, Michel
8
Kallal, Hédi D.
8
Kozhan, Roman
8
Le Van, Cuong
8
Poutré, Cédric
8
Syrstad, Olav
8
Tse, Yiuman
8
Whaley, Robert E.
8
Agarwal, Vikas
7
Brooks, Robert
7
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National Bureau of Economic Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Center for Research in Security Prices
1
University of Hong Kong / School of Economics and Finance
1
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The journal of futures markets
59
Journal of financial economics
44
NBER working paper series
43
The review of financial studies
36
Journal of banking & finance
35
Working paper / National Bureau of Economic Research, Inc.
35
NBER Working Paper
34
The journal of finance : the journal of the American Finance Association
34
Discussion paper / Centre for Economic Policy Research
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Finance and stochastics
24
Pacific-Basin finance journal
23
International review of financial analysis
22
Finance research letters
21
Journal of financial markets
21
Journal of empirical finance
20
Discussion papers / CEPR
18
International journal of theoretical and applied finance
18
Journal of international financial markets, institutions & money
18
Quantitative finance
18
Energy economics
17
Journal of financial and quantitative analysis : JFQA
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Journal of mathematical economics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Mathematics and financial economics
15
Applied economics
14
Discussion paper / LSE Financial Markets Group
14
Annals of finance
13
Journal of international money and finance
13
Review of finance : journal of the European Finance Association
12
Review of quantitative finance and accounting
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Working paper
12
Discussion paper / Tinbergen Institute
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
The European journal of finance
11
Discussion paper
10
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
2,872
EconStor
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401
Trading time seasonality in commodity futures : an opportunity for arbitrage in the natural gas and crude oil markets?
Ewald, Christian
;
Haugom, Erik
;
Lien, Gudbrand
; …
- In:
Energy economics
115
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013541776
Saved in:
402
Comomentum : inferring arbitrage activity from return correlations
Lou, Dong
;
Polk, Christopher
- In:
The review of financial studies
35
(
2022
)
7
,
pp. 3272-3302
Persistent link: https://www.econbiz.de/10013350042
Saved in:
403
Disaggregating multinationality : an empirical examination of aggregation, adaptation, and arbitrage activities by U.S. multinational corporations
Berry, Heather
;
Kaul, Aseem
- In:
Strategy Science
7
(
2022
)
2
,
pp. 90-105
Persistent link: https://www.econbiz.de/10013352706
Saved in:
404
Asymmetric effect of FEARS sentiment on stock returns : short-sale constraints, limits to arbitrage, and behavioural biases
Goel, Garima
;
Dash, Saumya Ranjan
;
Brooks, Robert
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
11
,
pp. 3119-3135
Persistent link: https://www.econbiz.de/10013355046
Saved in:
405
Covered interest rate parity deviations in the Asia-Pacific
Bilson, Chris M.
;
Brailsford, Timothy J.
;
Rajaguru, …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013357251
Saved in:
406
Pairs trading and asset pricing
Xiang, Yun
;
He, Jiaxuan
- In:
Pacific-Basin finance journal
72
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013370400
Saved in:
407
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
Saved in:
408
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
Ghosh, Pushpendu
;
Neufeld, Ariel
;
Sahoo, Jajati Keshari
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341333
Saved in:
409
On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
Saved in:
410
Statistical arbitrage in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
Saved in:
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