Results 151 to 160 of about 126,532 (367)

Mycorrhizal arbitrage, a hypothesis: How mycoheterotrophs could profit from inefficiencies in the biological marketplace

open access: yesFunctional Ecology, EarlyView.
Read the free Plain Language Summary for this article on the Journal blog. Abstract Mycoheterotrophy, whereby plants acquire both carbon and nutrients from a fungal partner, is an evolutionarily puzzling phenomenon. According to biological market models, mycoheterotrophs have nothing to offer and thus should be shunned as trading partners by ...
Brian S. Steidinger
wiley   +1 more source

Filtration enlargement‐based time series forecast in view of insider trading

open access: yesJournal of Economic Surveys, Volume 37, Issue 1, Page 112-140, February 2023., 2023
Abstract This survey reviews filtration enlargement models in view of insider trading. Although filtration enlargement aptly models insiders' informational advantage, the theoretical results have not attracted the attention of the empiricists, owing mainly to the lack of a bridge transforming the results to testable hypotheses, and/or the absence of ...
Luke M. Bennett, Wei Hu
wiley   +1 more source

Arbitrage with ADRs: a sectorial case study for companies in Colombia, Mexico, Brazil and Chile Arbitraje con ADRs: un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile

open access: yesEcos de Economía, 2011
This research continues the paper “Generalidades de los ADRs: Un estudio de casosectorial para empresas de Colombia, Mexico, Brasil y Chile” [ADRs generalities: a sectorial case study for companies in Colombia, Mexico, Brazil and Chile].
Andrés Mauricio Mora, Daniela Fleisman
doaj  

Arbitrage in automated market makers

open access: yesFrontiers in Blockchain
One of the most interesting applications of blockchain is given by the automated market makers (AMMs). In the paper, we discuss how arbitrage activity between the AMMs and the other exchange nodes can affect the volumes of assets in liquidity pools of ...
Nicola Dimitri
doaj   +1 more source

Dynamic Arbitrage Gaps for Financial Assets [PDF]

open access: yes
In this paper we are concerned with the existence of a dynamic arbitrage gap that evolves out of an adjustment process for disequilibrium prices, within a complex dynamics framework which takes into account the market microstructure and transactions ...
Rodolfo Apreda
core  

The Limits of Arbitrage [PDF]

open access: yes
In traditional models, arbitrage in a given security is performed by a large number of diversified investors taking small positions against its mispricing.
Andrei Shleifer, Robert W. Vishny
core  

How local in time is the no-arbitrage property under capital gains taxes ? [PDF]

open access: yesMathematics and Financial Economics 2019 13(3) 329-358, 2018
In frictionless financial markets, no-arbitrage is a local property in time. This means that a discrete time model is arbitrage-free if and only if there does not exist a one-period-arbitrage. With capital gains taxes, this equivalence fails. For a model with a linear tax and one non-shortable risky stock, we introduce the concept of robust local no ...
arxiv  

Capitalization of state tax rates in housing values at state borders, 2000–2017

open access: yesReal Estate Economics, EarlyView.
Abstract We derive a model that demonstrates the interrelationship between housing prices, tax rates, government services, and naturally occurring amenities between adjacent markets. The model is tested against county‐level data at state borders using US Census housing price data from 2000 to 2017.
Yulong Chen, Liyuan Ma, Peter F. Orazem
wiley   +1 more source

On the Different Notions of Arbitrage and Existence of Equilibrium [PDF]

open access: green, 1999
Rose‐Anne Dana   +2 more
openalex   +1 more source

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