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1
The role of
arbitrage
risk
on the elasticity of demand : new evidence from 100% secondary equity offerings
Elliott, William B.
;
Songur, Hilmi
- In:
Finance research letters
19
(
2016
),
pp. 165-172
Persistent link: https://www.econbiz.de/10011657610
Saved in:
2
Relationship between deep hedging and delta hedging : leveraging a statistical
arbitrage
strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
3
The efficacy of a forward market for the agricultural sector in mitigating climate
risk
: a potential alternative to agricultural subsidies?
Nan, Qiuying
;
Sun, Mengchan
;
Nie, Jiajia
;
Yang, Rui
; …
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473534
Saved in:
4
Time-varying relationship between geopolitical uncertainty and agricultural investment
Jana, Rabin K.
;
Ghosh, Indranil
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014471906
Saved in:
5
Carbon emission allowance, global climate
risk
, and agricultural futures : an extreme spillover analysis in China
Yao, Zengfu
;
Chen, Yonghuai
;
Deng, Shicheng
;
Zhang, Yifeng
- In:
Finance research letters
71
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015196499
Saved in:
6
Bitcoin
arbitrage
Shynkevich, Andrei
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819371
Saved in:
7
A study on pairing
arbitrage
strategy of stock passive structured fund in China under extreme market conditions
Wang, Liang
;
Xiong, Xianyan
;
Xu, Tingjia
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819588
Saved in:
8
Multi-market trading, price delay, and return predictability
Xia, Chuanxin
;
Yang, Nien-Tzu
;
Lin, Chaonan
;
Ko, Kuan-Cheng
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819821
Saved in:
9
Exploring the location and price differentials of cross-listed firms for
arbitrage
opportunities
Yang, Ann Shawing
;
Carandang, Craig Alan Uyan
- In:
Finance research letters
21
(
2017
),
pp. 85-91
Persistent link: https://www.econbiz.de/10011807508
Saved in:
10
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
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