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Continuous time equilibrium pricing of nonredundant assets
Jouini, Elyès; Napp, Clotilde - 1998
Persistent link: https://www.econbiz.de/10000993546
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Additional utility of insiders with imperfect dynamical information
Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; … - In: Finance and stochastics 8 (2004) 3, pp. 437-450
Persistent link: https://www.econbiz.de/10002130328
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Risk arbitrage for collared, uncollared stock swap offers
Wang, Jia; Branch, Ben Shirley - In: Banking and finance review 2 (2010) 2, pp. 37-52
Persistent link: https://www.econbiz.de/10008936593
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No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitry; Kabanov, Yuri; Stricker, Christophe - In: Finance and stochastics 11 (2007) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10003439760
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Shadow costs of incomplete information and short sales in the valuation of the firm and its assets
Bellalah, Mondher - In: The North American journal of economics and finance : a … 37 (2016), pp. 406-419
Persistent link: https://www.econbiz.de/10011672986
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Publicizing Arbitrage : Impact of Mandatory Disclosures
Kahraman, Bige - 2019
How does greater public disclosure of arbitrage activity and informed trading affect price efficiency? To answer this … by mitigating the limits to arbitrage and diffusing arbitrageurs'information faster. With more frequent disclosure …
Persistent link: https://www.econbiz.de/10012905651
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Statistical Arbitrage and Information Flow in an Electricity Balancing Market
Bunn, Derek W. - 2018
consequent statistical arbitrage positions. We apply this to the Austrian imbalance settlement process within the German …
Persistent link: https://www.econbiz.de/10012930385
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An Arbitrage Approach to Informed Order Flow
An, Yu; Zheng, Zeyu - 2023
We propose a new approach to modeling informed order flows. Our approach generalizes arbitrage pricing to incorporate …
Persistent link: https://www.econbiz.de/10014349674
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How does the change in investor sentiment over time affect stock returns?
Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158
Persistent link: https://www.econbiz.de/10010402965
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Mispricing of book-tax differences and the trading behavior of short sellers and insiders
Chi, Sabrina S.; Pincus, Morton; Teoh, Siew Hong - In: The accounting review : a publication of the American … 89 (2014) 2, pp. 511-543
Persistent link: https://www.econbiz.de/10010407244