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Can the book-to-market ratio signal banks’ earnings and default risk? : evidence around the great recession

Balasubramnian, Bhanu; Palvia, Ajay; Patro, Dilip Kumar - In: Journal of financial services research : JFSR 56 (2019) 2, pp. 119-143

Persistent link: https://www.econbiz.de/10012303106

Covered-interest arbitrage : unexploited profits ; comment

MacCormick, Frank - 1979

Persistent link: https://www.econbiz.de/10000780441

The profitability of index futures arbitrage : evidence from bid-ask quotes

Bae, Kee-hong - In: The journal of futures markets 18 (1998) 7, pp. 743-763

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Risk and return in agriculture : evidence from an explicit-factor arbitrage pricing model

Bjornson, Bruce - In: Journal of agricultural and resource economics : JARE ; … 17 (1992) 2, pp. 232-252

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Another look at returns to agricultural and nonagricultural assets

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Deal Risk, Liquidity Risk, and the Profitability of Risk Arbitrage

Wei, Jie (Diana) - 2011

, observed risk-arbitrage spreads compensate arbitrageurs for liquidity risk and deal failure risk. We conclude that the risk in … risk-arbitrage has been systematically underestimated. Finally, we document an interaction between deal risk (a technical …

Persistent link: https://www.econbiz.de/10013125044

The Profitability of Lead-Lag Arbitrage at High-Frequency

Poutré, Cédric; Dionne, Georges; yergeau, gabriel - 2022

from past and present prices of the leader, thus creating statistical arbitrage opportunities. We utilize robust lead … arbitrage opportunities. The framework is then evaluated on six months of DAX 30 cross-listed stocks’ LOB data obtained from …

Persistent link: https://www.econbiz.de/10014239339

Profitability of option-based merger arbitrage

Wang, Xuewu; Wedge, Lei - In: The IUP journal of applied finance : IJAF 18 (2012) 4, pp. 31-45

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Industrial profits, arbitrage opportunities and efficiency: some evidence

Berglund, Tom; Wahlroos, Björn - 1982

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The impact of execution delay on the profitability of put-call-futures trading strategies : evidence from Taiwan

Chiou, Jong-rong; Hsieh, Wen-liang Gideon; Lin, Yuan-yi - In: The journal of futures markets 27 (2007) 4, pp. 361-385

Persistent link: https://www.econbiz.de/10003493071