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Sources of financial synchronism : arbitrage theory and the promise of risk-free profit

Langenohl, Andreas - In: Finance and society 4 (2018) 1, pp. 26-40

. "Synchronism" refers to both an epistemological and practical approach that addresses finance neither with a view to the past nor … traced back to certain developments in economic theory since the so-called "marginalist revolution", which enabled the …

Persistent link: https://www.econbiz.de/10012034585

Investing in the asset growth anomaly across the globe

Li, Xi; Sullivan, Rodney N. - In: Journal of investment management : JOIM 13 (2015) 4, pp. 87-107

Persistent link: https://www.econbiz.de/10011640402

Arbitrage and the evaluation of linear factor models in UK stock returns

Fletcher, Jonathan - In: The financial review : the official publication of the … 45 (2010) 2, pp. 449-468

Persistent link: https://www.econbiz.de/10003974102

Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation

Fletcher, Jonathan - In: International review of economics & finance : IREF 29 (2014), pp. 30-46

Persistent link: https://www.econbiz.de/10010431513

The term structure of sharpe ratios and arbitrage-free asset pricing in continuous time

Beißner, Patrick; Rosazza Gianin, Emanuela - 2018

arbitrage-free and incomplete market setting when different pricing measures are possible. Involved pricing measures now depend …

Persistent link: https://www.econbiz.de/10011899208

Arbitrage pricing theory in ergodic markets

Frahm, Gabriel - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-28

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Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns

Cao, Jie Jay; Han, Bing - In: Journal of banking & finance 73 (2016), pp. 1-15

Persistent link: https://www.econbiz.de/10011635615

The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market

Khudoykulov, Khurshid - In: American journal of finance and accounting 5 (2017) 1, pp. 51-63

Persistent link: https://www.econbiz.de/10011834005

Risk Analysis of Returns of IT Shares Listed on the B.S.E : An Application of Arbitrage Pricing Theory

PP, Roopesh - 2016

variable in explaining stock returns; 3) Apply APT theory and establish that macro economic factors affect the returns of IT …

Persistent link: https://www.econbiz.de/10012992423

Do limits to arbitrage explain the benefits of volatility-managed portfolios?

Barroso, Pedro; Detzel, Andrew - In: Journal of financial economics 140 (2021) 3, pp. 744-767

Persistent link: https://www.econbiz.de/10013259593