Limits to arbitrage

Results: 22



#Item
1Economy / Finance / Money / Financial markets / Hedge fund / Arbitrage / Limits to arbitrage / Futures contract / Stock trader / Hedge / Short / Volatility

Arbitrage Trading: The Long and the Short of It Yong Chen Zhi Da Dayong Huang First draft: December 1, 2014 This version: November 12, 2015

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Source URL: www3.nd.edu

Language: English - Date: 2015-11-12 14:26:10
2Finance / Money / Economy / Investment / Financial services / Funds / Financial markets / Collective investment schemes / Hedge fund / Mutual fund / Limits to arbitrage / Closed-end fund

Microsoft Word - GK_closed_nov2014.docx

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2014-12-01 03:27:57
3Financial markets / Arbitrage / Momentum investing / Limits to arbitrage / Hedge fund / Futures contract / Covered interest arbitrage / Statistical arbitrage

Comomentum: Inferring Arbitrage Activity from Return Correlations Dong Lou and Christopher Polk London School of Economics First draft: March 2012

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:55
4

Financial Analysts Journal Volume 67 • Number 1 ©2011 CFA Institute Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly

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Source URL: www.jasonhsu.org

Language: English - Date: 2012-05-19 13:48:45
    5Financial markets / Limits to arbitrage / Arbitrage / Behavioral economics / Hedge fund / Futures contract / Short / Speculation / Basis trading / Financial economics / Finance / Economics

    Chapter 18 A SURVEY OF BEHAVIORAL FINANCE ° NICHOLAS BARBERIS University of Chicago RICHARD THALER

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    Source URL: www.jasonhsu.org

    Language: English - Date: 2012-04-08 02:46:43
    6Economics / Market liquidity / Liquidity risk / Futures contract / Bid–offer spread / High-frequency trading / Algorithmic trading / Arbitrage / Foreign exchange market / Financial markets / Financial economics / Finance

    Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets ∗ Loriana Pelizzon Marti G Subrahmanyam

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    Source URL: www.greta.it

    Language: English - Date: 2014-11-17 10:08:52
    7Investment / Mathematical finance / Arbitrage / Limits to arbitrage / Algorithmic trading / Long-Term Capital Management / Risk-neutral measure / Futures contract / Relative value / Financial economics / Finance / Financial markets

    A Price is a Social Thing: Towards a Material Sociology of Arbitrage Daniel Beunza Iain Hardie Donald MacKenzie January 2006

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    Source URL: www.sps.ed.ac.uk

    Language: English - Date: 2010-06-20 07:35:35
    8Economics / Microcap stock / Penny stock / OTC Bulletin Board / Short / Beta / New York Stock Exchange / Stock / Program trading / Stock market / Financial economics / Investment

    Limits-to-Arbitrage in US Penny Stocks: An Overlooked Segment of US Equity Markets Qianqiu Liu Shidler College of Business University of Hawaii

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    Source URL: business.curtin.edu.au

    Language: English - Date: 2015-04-15 00:29:44
    9Financial markets / Financial services / Institutional investors / Hedge fund / Limits to arbitrage / Short / Efficient-market hypothesis / Mutual fund / Management fee / Financial economics / Investment / Finance

    Riding the Bubble with Convex Incentives∗ Juan Sotes-Paladino† Fernando Zapatero‡ Department of Finance

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    Source URL: www.rsfas.anu.edu.au

    Language: English - Date: 2014-10-29 08:06:10
    10Financial markets / Financial services / Institutional investors / Hedge fund / Limits to arbitrage / Short / Efficient-market hypothesis / Mutual fund / Management fee / Financial economics / Investment / Finance

    Riding the Bubble with Convex Incentives∗ Juan Sotes-Paladino† Fernando Zapatero‡ Department of Finance

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    Source URL: rsfas.anu.edu.au

    Language: English - Date: 2014-10-29 08:06:10
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