Results 221 to 230 of about 2,624 (262)

The impact of arbitrage on market liquidity

Journal of Financial Economics, 2021
Dominik Rösch
exaly  

Arbitrage

1987
Philip H. Dybvig, Stephen A. Ross
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Trading and arbitrage in cryptocurrency markets

Journal of Financial Economics, 2020
I S Makarov, Antoinette Schoar
exaly  

Arbitrage [PDF]

, 1991
I report the results of nine experimental asset market sessions. The traded assets were contingent claims on two "states" with known state probabilities and identical aggregate payoffs across states. Since subjects could diversify away all idiosyncratic risks, this results in prices predicted to equal expected values regardless of risk preferences.
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The relationship between arbitrage in futures and spot markets and Bitcoin price movements: Evidence from the Bitcoin markets

Journal of Futures Markets, 2021
Takahiro Hattori, Ryo Ishida
exaly  

Arbitrage and Risk Arbitrage

2017
openaire   +1 more source

Execution Risk in High-Frequency Arbitrage

Management Science, 2012
Roman Kozhan, Wah Tham
exaly  

An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market

International Review of Economics and Finance, 2019
Junzo Watada
exaly  

Technological arbitrage opportunities and interindustry differences in entry rates

Journal of Business Venturing, 2014
Sergey Anokhin, Joakim Wincent
exaly  

Arbitrage

Pharmaceutisch Weekblad Scientific Edition, 1980
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