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date (oldest first)
1
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
Saved in:
2
Arbitrage
pricing
theory
in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
3
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
Saved in:
4
Arbitrage
risk
and the cross-section of stock returns : evidence from China
Lin, Yu En
;
Chu, Chien Chi
;
Omura, Akihiro
;
Li, Bin
; …
- In:
Emerging markets review
43
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012414438
Saved in:
5
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 … firms
trading
at the BSE …
Persistent link: https://www.econbiz.de/10012992423
Saved in:
6
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
Saved in:
7
Arbitrage
and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Jin, Zhuo
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
8
Weak and strong no-
arbitrage
conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
9
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
Saved in:
10
Arbitrage
risk
and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
Saved in:
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