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Politics, time and space in the era of shadow banking

Bryan, Dick; Rafferty, Michael; Wigan, Duncan - In: Review of international political economy : RIPE 23 (2016) 6, pp. 941-966

Persistent link: https://www.econbiz.de/10011706084

Negative conversion premium

Huang, Zhijian; Xu, Li - In: The Journal of finance and data science : JFDS 7 (2021), pp. 1-21

We document frequent occurrences of negative conversion premium (NCP) events in the Chinese convertible bond market, when the bond is convertible and the underlying stock can be freely sold. This implies that when an NCP event occurs, existing stock holders can earn a riskless profit through a...

Persistent link: https://www.econbiz.de/10013162647

Applying ESG-based arbitrage with ETFs

Rompotis, Gerasimos G. - In: International journal of accounting and finance 11 (2022) 2, pp. 99-114

Persistent link: https://www.econbiz.de/10014306703

Inference, arbitrage, and asset price volatility

Adrian, Tobias - In: Journal of financial intermediation 18 (2009) 1, pp. 49-64

Persistent link: https://www.econbiz.de/10003813178

Interest rates sensitivity arbitrage : theory and practical assesment for financial market trading

Stadnik, Bohumil - In: Business, mangagement and economics engineering : BMEE 19 (2021) 1, pp. 12-23

. This research assess if it is possible successfully use interest rates sensitivity arbitrage in bond portfolio (also known … as convexity arbitrage) in financial praxis. This arbitrage is sparsely described in literature and an assessment about … its practical success is missing. Research methodology - Methodology steps: mathematical definition of given arbitrage …

Persistent link: https://www.econbiz.de/10012695328

Stochastic dominance and Omega ratio : measures to examine market efficiency, arbitrage opportunity, and anomaly

Guo, Xu; Jiang, Xuejun; Wong, Wing Keung - In: Economies : open access journal 5 (2017) 4, pp. 1-16

arbitrage opportunity in the market and whether there is any anomaly in the market. In this paper, we first study the … Hong Kong real estate market is not efficient and there are expected arbitrage opportunities and anomalies in the Hong Kong …

Persistent link: https://www.econbiz.de/10011772356

The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities

Hamerle, Alfred; Liebig, Thilo; Schropp, Hans-Jochen - In: Journal of risk 16 (2013/2014) 1, pp. 3-33

Persistent link: https://www.econbiz.de/10013262916

Securitization and regulatory arbitrage within the ABCT framework

Roche, Gabriel A. Giménez; Lermyte, Jason - In: The review of Austrian economics 29 (2016) 1, pp. 67-84

Persistent link: https://www.econbiz.de/10011668044

Investor-stock decoupling in mutual funds

Ferreira, Miguel A.; Massa, Massimo; Matos, Pedro - In: Management science : journal of the Institute for … 64 (2018) 5, pp. 2144-2163

Persistent link: https://www.econbiz.de/10011874043

Stock repurchase effect with loan or idle fund

Liang, Wei Chieh; Tsao, Yao Chun; Chen, Wen Kuei; … - In: Management decision : MD 52 (2014) 7, pp. 1236-1244

Persistent link: https://www.econbiz.de/10010393390

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