Volatility arbitrage

Results: 49



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1University of Hawai`i at Mānoa Department of Economics Working Paper Series Saunders Hall 542, 2424 Maile Way, Honolulu, HIPhone: (

University of Hawai`i at Mānoa Department of Economics Working Paper Series Saunders Hall 542, 2424 Maile Way, Honolulu, HIPhone: (

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Source URL: www.economics.hawaii.edu

Language: English - Date: 2015-09-07 04:37:52
2Arbitrage Trading: The Long and the Short of It Yong Chen Zhi Da Dayong Huang First draft: December 1, 2014 This version: November 12, 2015

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
3Microsoft Word - FAJ_Submission_Anonymous_LOPpairstrading_10February2009.docx

Microsoft Word - FAJ_Submission_Anonymous_LOPpairstrading_10February2009.docx

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Source URL: www.fma.org

Language: English - Date: 2015-06-25 08:28:39
4APT with Idiosyncratic Variance Factors PRELIMINARY AND INCOMPLETE: PLEASE DO NOT CITE WITHOUT PERMISSION Eric Renault∗, Thijs van der Heijden†, and Bas J.M. Werker‡ January 9, 2016

APT with Idiosyncratic Variance Factors PRELIMINARY AND INCOMPLETE: PLEASE DO NOT CITE WITHOUT PERMISSION Eric Renault∗, Thijs van der Heijden†, and Bas J.M. Werker‡ January 9, 2016

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:33:07
5Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗

Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:05:43
6Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System

Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System

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Source URL: www.ssc.wisc.edu

Language: English - Date: 1998-09-15 22:26:20
7Statistical Arbitrage on Volatility 1 Ngai Hang Chan Department of Statistics

Statistical Arbitrage on Volatility 1 Ngai Hang Chan Department of Statistics

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Source URL: stat.w3.kanazawa-u.ac.jp

- Date: 2013-10-29 04:29:46
    8Financial Analysts Journal Volume 67 • Number 1 ©2011 CFA Institute Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly

    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
      9Journal of Monetary Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Monetary Economics journal homepage: www.elsevier.com/locate/jme

      Journal of Monetary Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Monetary Economics journal homepage: www.elsevier.com/locate/jme

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      Source URL: www.antoniomele.org

      Language: English - Date: 2013-04-23 11:29:25
      10This article was translated by the author and reprinted from the August 2011 issue of the Securities Analysts Journal® with the  permission of the Securities Analysts Association of Japan(SAAJ)

      This article was translated by the author and reprinted from the August 2011 issue of the Securities Analysts Journal® with the  permission of the Securities Analysts Association of Japan(SAAJ)

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      Source URL: www.saa.or.jp

      Language: English - Date: 2012-10-16 00:54:44