Results 191 to 200 of about 156,527 (368)
A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability
, 1991 Y. Peter Chung
openalex +2 more sources
The Brady-Euro Yield Differential Debate: Why Arbitrage is Infeasible [PDF]
, 1996 Elaine Buckberg, Federico Kaune
openalex +1 more source
Tariffs and Foreign Direct Investment in a Dynamic North–South Model
Journal of Money, Credit and Banking, EarlyView.Abstract This paper examines how import tariffs by a developed country (the North) and a developing country (the South) affect innovation and foreign direct investment (FDI) using a quality ladder model. We show that a Northern import tariff raises the relative wage of Northern labor, but impedes innovation and FDI. This may worsen Northern welfare. By
TATSURO IWAISAKO, HITOSHI TANAKA
wiley +1 more source
Empirical application of the housing-market no-arbitrage condition: problems, solutions and a Finnish case study [PDF]
The often used housing price-to-income and housing price-to-rent ratios are problematic in housing market analysis and may result in misleading conclusions.
Elias Oikarinen
core
Investor Sentiment, Managerial Manipulation, and Stock Returns
Journal of Money, Credit and Banking, EarlyView.Abstract The degree of earnings manipulation has been shown to be positively associated with stock returns at the aggregate level but negatively so in the cross‐ section. We examine, both theoretically and empirically, the role of investor sentiment in accounting for such relations.
JIAJUN JIANG, QI LIU, BO SUN
wiley +1 more source
Derivative pricing with virtual arbitrage
, 1999 Kirill Ilinski, A. S. Stepanenko
openalex +2 more sources
Equilibrium and Arbitrage in Incomplete Asset Markets with Fixed Prices [PDF]
, 2000 P. Jean‐Jacques Herings +1 more
openalex +1 more source
Regulatory Capital Management to Exceed Thresholds
Journal of Money, Credit and Banking, EarlyView.Abstract We investigate whether a carrot approach, which provides benefits for regulatory compliance rather than penalties for noncompliance, incentivizes banks to reach capital levels above the minimum requirements. We document a significant discontinuity at the 10% regulatory capital threshold, where banks receive benefits for exceeding it.
LUCIANA OROZCO, SILVINA RUBIO
wiley +1 more source