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The review of financial studies
The journal of futures markets
59
Journal of financial economics
44
NBER working paper series
43
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
Journal of financial markets
21
Journal of empirical finance
20
Finance research letters
19
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
Mathematics and financial economics
15
Applied economics
14
Discussion paper / LSE Financial Markets Group
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Annals of finance
13
Journal of international money and finance
13
Review of quantitative finance and accounting
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper
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Discussion paper / Tinbergen Institute
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Review of finance : journal of the European Finance Association
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
The European journal of finance
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1
Covered interest parity arbitrage
Rime, Dagfinn
;
Schrimpf, Andreas
;
Syrstad, Olav
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5185-5227
Persistent link: https://www.econbiz.de/10013400160
Saved in:
2
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:
3
Arbitrage portfolios
Kim, Soohun
;
Korajczyk, Robert A.
;
Neuhierl, Andreas
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2813-2856
Persistent link: https://www.econbiz.de/10012546317
Saved in:
4
Hysteresis in price efficiency and the economics of slow-moving capital
Dow, James
;
Han, Jungsuk
;
Sangiorgi, Francesco
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2857-2909
Persistent link: https://www.econbiz.de/10012546321
Saved in:
5
Out-of-sample performance of mutual fund predictors
Jones, Christopher S.
;
Mo, Haitao
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 149-193
Persistent link: https://www.econbiz.de/10012405807
Saved in:
6
Negative swap spreads and limited arbitrage
Jermann, Urban J.
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 212-238
Persistent link: https://www.econbiz.de/10012135552
Saved in:
7
Arbitrage trading : the long and the short of it
Chen, Yong
;
Da, Zhi
;
Huang, Dayong
- In:
The review of financial studies
32
(
2019
)
4
,
pp. 1608-1646
Persistent link: https://www.econbiz.de/10012033731
Saved in:
8
Open-end organizational structures and limits to arbitrage
Giannetti, Mariassunta
;
Kahraman, Bige
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 773-810
Persistent link: https://www.econbiz.de/10011925253
Saved in:
9
Government intervention and arbitrage
Pasquariello, Paolo
- In:
The review of financial studies
31
(
2018
)
9
,
pp. 3344-3408
Persistent link: https://www.econbiz.de/10011927852
Saved in:
10
Toxic arbitrage
Foucault, Thierry
;
Kozhan, Roman
;
Tham, Wing Wah
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1053-1094
Persistent link: https://www.econbiz.de/10011749335
Saved in:
11
Why don't all banks practice regulatory arbitrage? : evidence from usage of trust-preferred securities
Boyson, Nicole M.
;
Fahlenbrach, Rüdiger
;
Stulz, René M.
- In:
The review of financial studies
29
(
2016
)
7
,
pp. 1821-1859
Persistent link: https://www.econbiz.de/10011577833
Saved in:
12
How constraining are limits to arbitrage?
Ljungqvist, Alexander
;
Qian, Wenlan
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 1975-2028
Persistent link: https://www.econbiz.de/10011578952
Saved in:
13
Ownership structure, limits to arbitrage, and stock returns : evidence from equity lending markets
Prado, Melissa Porras
;
Saffi, Pedro A.
;
Sturges, Jason
- In:
The review of financial studies
29
(
2016
)
12
,
pp. 3211-3244
Persistent link: https://www.econbiz.de/10011620059
Saved in:
14
The growth and limits of arbitrage : evidence from short interest
Hanson, Samuel G.
;
Sunderam, Adi
- In:
The review of financial studies
27
(
2014
)
4
,
pp. 1238-1286
Persistent link: https://www.econbiz.de/10010370810
Saved in:
15
Bond supply and excess bond returns
Greenwood, Robin
;
Vayanos, Dimitri
- In:
The review of financial studies
27
(
2014
)
3
,
pp. 663-713
Persistent link: https://www.econbiz.de/10010357862
Saved in:
16
Optimal convergence trade strategies
Liu, Jun
;
Timmermann, Allan
- In:
The review of financial studies
26
(
2013
)
4
,
pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
Saved in:
17
Short arbitrage, return asymmetry, and the accural anomaly
Hirshleifer, David
;
Teoh, Siew Hong
;
Yu, Jeff Jiewei
- In:
The review of financial studies
24
(
2011
)
7
,
pp. 2429-2461
Persistent link: https://www.econbiz.de/10009261800
Saved in:
18
Ex-dividend arbitrage in option markets
Hao, Jia
;
Kalay, Avner
;
Mayhew, Stewart
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 271-303
Persistent link: https://www.econbiz.de/10003941643
Saved in:
19
Multinationals as arbitrageurs : the effect of stock market valuations on foreign direct investment
Baker, Malcolm
;
Foley, C. Fritz
;
Wurgler, Jeffrey
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 337-369
Persistent link: https://www.econbiz.de/10003836273
Saved in:
20
Margin trading, overpricing, and synchronization risk
Bhojraj, Sanjeev
;
Bloomfield, Robert J.
;
Taylor, William B.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2059-2085
Persistent link: https://www.econbiz.de/10003886039
Saved in:
21
Strategic financial innovation in segmented markets
Rahi, Rohit
;
Zigrand, Jean-Pierre
- In:
The review of financial studies
22
(
2009
)
8
,
pp. 2941-2971
Persistent link: https://www.econbiz.de/10003868519
Saved in:
22
Risk and return in fixed-income arbitrage : nickels in front of a streamroller?
Duarte, Jefferson
;
Longstaff, Francis A.
;
Yu, Fan
- In:
The review of financial studies
20
(
2007
)
3
,
pp. 769-811
Persistent link: https://www.econbiz.de/10003554634
Saved in:
23
Losing money on arbitrage : optimal dynamic portfolio choice in markets with arbitrage opportunities
Liu, Jun
;
Longstaff, Francis A.
- In:
The review of financial studies
17
(
2004
)
3
,
pp. 611-642
Persistent link: https://www.econbiz.de/10002148881
Saved in:
24
Differences of opinion, short-sales constraints, and market crashes
Hong, Harrison G.
;
Stein, Jeremy C.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 487-525
Persistent link: https://www.econbiz.de/10001764237
Saved in:
25
Statistical arbitrage and securities prices
Bondarenko, Oleg
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 875-919
Persistent link: https://www.econbiz.de/10001794939
Saved in:
26
Risk arbitrage in takeovers
Cornelli, Francesca
;
Li, David D.
- In:
The review of financial studies
15
(
2002
)
3
,
pp. 837-868
Persistent link: https://www.econbiz.de/10001688875
Saved in:
27
The second fundamental theorem of asset pricing : a new approach
Battig, Robert J.
;
Jarrow, Robert A.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1219-1235
Persistent link: https://www.econbiz.de/10001434636
Saved in:
28
Arbitrage, hedging, and financial innovation
Dow, James
- In:
The review of financial studies
11
(
1998
)
4
,
pp. 739-755
Persistent link: https://www.econbiz.de/10001355067
Saved in:
29
Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.>
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 301-332
Persistent link: https://www.econbiz.de/10001198903
Saved in:
30
Measurement of market integration and arbitrage
Chen, Zhiwu
- In:
The review of financial studies
8
(
1995
)
2
,
pp. 287-325
Persistent link: https://www.econbiz.de/10001184651
Saved in:
31
Intertemporal arbitrage pricing theory
Reisman, Haim
- In:
The review of financial studies
5
(
1992
)
1
,
pp. 105-122
Persistent link: https://www.econbiz.de/10001119822
Saved in:
32
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 431-467
Persistent link: https://www.econbiz.de/10001105895
Saved in:
33
An intertemporal equilibrium beta pricing model
Connor, Gregory
- In:
The review of financial studies
2
(
1989
)
3
,
pp. 373-392
Persistent link: https://www.econbiz.de/10001106378
Saved in:
34
The box spread arbitrage conditions : theory, tests, and investment strategies
Ronn, Aimee G.
- In:
The review of financial studies
2
(
1989
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001088711
Saved in:
35
Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A.
- In:
The review of financial studies
1
(
1988
)
2
,
pp. 159-172
Persistent link: https://www.econbiz.de/10001106139
Saved in:
36
Index-futures arbitrage and the behavior of stock index futures prices
MacKinlay, Archie Craig
- In:
The review of financial studies
1
(
1988
)
2
,
pp. 137-158
Persistent link: https://www.econbiz.de/10001106144
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