Results 241 to 250 of about 37,249 (382)

A teacher’s note on no-arbitrage criteria [PDF]

, 2001
Yuri Kabanov, Christophe Sticker
openalex   +1 more source

Persistence and Market Timing Ability of Cryptocurrency Funds

Financial Management, EarlyView.
ABSTRACT Growth in cryptocurrency funds has followed the wider expansion of the cryptocurrency sector. In this paper, we study the performance persistence and market timing ability of cryptocurrency fund managers. We show that cryptocurrency funds produce remarkable levels of abnormal returns.
Thomas Conlon, Diego Víctor De Mingo‐López, Andrew Urquhart   +2 more
wiley   +1 more source

An LSTM-based optimization algorithm for enhancing quantitative arbitrage trading. [PDF]

PeerJ Comput Sci
Han G, Li H.
europepmc   +1 more source

ETFs and the price volatility of underlying bonds

Financial Review, EarlyView.
Abstract We investigate whether exchange traded funds (ETFs) distort bond prices or increase price volatility. Contrary to concerns, we find that ETF ownership of corporate bonds is linked to reduced price volatility, likely due to ETFs absorbing bond illiquidity.
Anna Agapova, Margarita Kaprielyan, Nikanor Volkov   +2 more
wiley   +1 more source

Bond mutual fund performance: Evidence from the skill ratio and false discovery rate

Financial Review, EarlyView.
Abstract This paper applies a Skill Ratio under a False Discovery Rate (FDR) framework to bond mutual funds showing many bonds mutual fund managers are skilled primarily to the benefit of fund sponsors. Our Skill Ratio is the t‐statistic of realized gross value added (RVAG)$( {{\mathrm{RV}}{{\mathrm{A}}_{\mathrm{G}}}} )$ based on investible Morningstar
Lifa Huang, Wayne Y. Lee, Craig G. Rennie   +2 more
wiley   +1 more source

Strategic channel decisions for the supplier and specialized e‐retailer in the presence of a third‐party marketplace

International Transactions in Operational Research, EarlyView.
Abstract With the advancement of e‐commerce and the intensification of market competition, many suppliers have leveraged third‐party online marketplaces to expand their sales channels and bolster competitiveness. This poses potential threats to e‐retailers specializing in the core business of certain categories.
Shuxiao Sun, Huaqing Hu, Zehui Ge, Yanlin Li   +3 more
wiley   +1 more source

Enforcement, Information or Socialization? The Role of the European Labour Authority in Protecting Mobile Workers in the EU

JCMS: Journal of Common Market Studies, EarlyView.
Abstract This article analyses the European Labour Authority (ELA) to understand the strategies EU agencies can use to improve EU rule implementation. Theoretically, we depart from established EU implementation and compliance research, broadly distinguishing between enforcement, information and socialization strategies.
Michael Blauberger, Anita Heindlmaier
wiley   +1 more source

Reclaiming Resilience Through Granular Arbitrage: Anticipating Sea Level Rise in Singapore. [PDF]

Crit Asian Stud
Jamieson W.
europepmc   +1 more source

Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options [PDF]

, 2001
Mark H. Davis, Walter Schachermayer, Robert Tompkins   +2 more
openalex   +1 more source

Europe's Super‐Rich: Towards Oligarchic Constitutional Order

JCMS: Journal of Common Market Studies, EarlyView.
Abstract This article addresses an important but understudied puzzle in European Union Studies: the super‐rich's influence on domestic and transnational discourses, policies and institutions for wealth defence, security and legitimacy. It examines the super‐rich's impact on democratic governance and human rights claims of marginalized groups, and how ...
Salvador Santino Regilme
wiley   +1 more source