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Optimal portfolio selection in nonlinear arbitrage spreads
Alsayed, Hamad; McGroarty, Frank - In: The European journal of finance 19 (2013) 3/4, pp. 206-227
Persistent link: https://www.econbiz.de/10010243657
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Arbitrage and the law of one price in the market for American depository receipts
Alsayed, Hamad; McGroarty, Frank - In: Journal of international financial markets, … 22 (2012) 5, pp. 1258-1276
Persistent link: https://www.econbiz.de/10010220201
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Stock-ADR arbitrage : microstructure risk
Mitra, Sovan; Chinthalapati, V. L. Raju; Clark, Ephraim; … - In: Journal of international financial markets, … 63 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012263282