02_9781118779606-ftoc.indd

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Date: 2014-07-22 13:22:20 Stock market Finance Stock trader Day trading Arbitrage Risk arbitrage Trading strategy Futures contract High-frequency trading Financial economics Financial markets Investment		02_9781118779606-ftoc.indd Add to Reading List Source URL: media.wiley.com Download Document from Source Website File Size: 49,31 KB Share Document on Facebook

	The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross- ownership. Mathematical Finance. doi: j00526.x DocID: 1svKC - View Document
	Liquidity Risk and the Dynamics of Arbitrage Capital P´eter Kondor Central European University and CEPR Dimitri Vayanos London School of Economics, CEPR and NBER DocID: 1s8sj - View Document
	No-arbitrage conditions and expected returns when assets have different β’s in up and down markets DocID: 1rlUr - View Document
	Financial-market Equilibrium with Friction Adrian Buss Bernard Dumas June, 2013 DocID: 1rgls - View Document
	A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR DocID: 1rfxg - View Document