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The Journal of Finance, 1997 ABSTRACTTextbook arbitrage in financial markets requires no capital and entails no risk. In reality, almost all arbitrage requires capital, and is typically risky. Moreover, professional arbitrage is conducted by a relatively small number of highly specialized investors using other people's capital.
Andrei Shleifer, Robert W. Vishny
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IEEE Access, 2020 Energy storage plays a significant role in improving the stability of distributed energy, improving power quality and peak regulation in the micro-grid system, which is of great significance to the sustainable development of energy.
Yunjun Yu, Zhenfen Cai, Yushui Huang
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Arbitrage in the Market for Cryptocurrencies [PDF]
SSRN Electronic Journal, 2020 Recent literature has documented substantial arbitrage opportunities in markets for cryptocurrencies. Given these rather surprising findings, we re-examine the exchange rates of four cryptocurrencies on 21 exchanges with data from October 2018 to June ...
Tommy Crépellière +2 more
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Inconsequential arbitrage [PDF]
Journal of Mathematical Economics, 2000 The paper deals with the concept of arbitrage, namely with the one of inconsequential arbitrage, in the framework of a model with short-sales and half-lines in indifference surfaces. It is shown that under certain conditions the inconsequential arbitrage, the existence of a Pareto optimal allocation, and compactness of the set of utility possibilities ...
Frank H. Page +2 more
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The application of the improved option parity arbitrage model in SSE 50ETF option [PDF]
E3S Web of Conferences, 2021 The SSE 50ETF option is China's first stock index option product launched in 2015. For a number of reasons, the options market can sometimes create arbitrage opportunities.
Xu Liu
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Cyclic Arbitrage in Decentralized Exchanges [PDF]
The Web Conference, 2021 Decentralized Exchanges (DEXes) enable users to create markets for exchanging any pair of cryptocurrencies. The direct exchange rate of two tokens may not match the cross-exchange rate in the market, and such price discrepancies open up arbitrage ...
Ye Wang +5 more
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Key Roles of Crypto-Exchanges in Generating Arbitrage Opportunities
Entropy, 2021 The evolving crypto-currency market is seen as dynamic, segmented, and inefficient, coupled with a lack of regulatory oversight, which together becomes conducive to observing the arbitrage. In this context, a crypto-network is designed using bid/ask data
Audrius Kabašinskas, Kristina Šutienė
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Arbitrage-Free Neural-SDE Market Models [PDF]
Social Science Research Network, 2021 Modelling joint dynamics of liquid vanilla options is crucial for arbitrage-free pricing of illiquid derivatives and managing risks of option trade books.
Samuel N. Cohen +2 more
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SSRN Electronic Journal, 2014 Abstract An arbitrageur with short investment horizon gains from accelerating price discovery by advertising his private information. However, advertising many assets may overload investors’ attention, reducing the number of informed traders per asset, and slowing price discovery.
Sergey Kovbasyuk, Marco Pagano
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