Results 51 to 60 of about 131,825 (170)

A CRITICAL THEORETICAL ANALYSIS ON THE IMPLICATIONS OF EFFICIENT MARKET HYPOTHESIS (EMH) [PDF]

Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2019
The main aim of this article is to provide a critical but complex theoretical framework regarding Efficient Market Hypothesis (EMH). Efficient Market Hypothesis is considered the centerpiece of modern financial theory.
MINEA ELENA LOREDANA
doaj  

Features Inherent to Law Regulation of Arbitrage in Russian and the USA

Московский журнал международного права, 2016
This article is devoted to the study of principal features inherent to law regulation of arbitrage in Russia and the USA, which has been performed in the light of a wide-scale reform of arbitrage courts in Russia.
Stanislav S. Ageev, Maxim I. Inozemtsev
doaj   +1 more source

An End-to-End Deep Learning Model for Clustering-Based Statistical Arbitrage

IEEE Access
We propose an end-to-end deep learning framework for statistical arbitrage in the cryptocurrency futures market, which integrates clustering and trading within a unified structure.
Hyunju Lee, Woojin Chang
doaj   +1 more source

PRAM: A Novel Approach for Predicting Riskless State of Commodity Future Arbitrages With Machine Learning Techniques

IEEE Access, 2019
Arbitrage risk management is a very hot and challengeable topic in the commodity future market. To resist the possible risk of an arbitrage, exchanges have to withdraw margin from clients referring to the case of maximum risk.
Feng He, Yan-Dong Wen
doaj   +1 more source

REGARD SUR LES DECISIONS SUSCEPTIBLES DE RECONNAISSANCE ET D’EXECUTION EN DROIT INTERNATIONAL PRIVE CONGOLAIS [PDF]

Cahiers Africains des Droits de l’Homme et de la Démocratie ainsi que du Développement Durable, 2023
La matière relative à la reconnaissance et l’exécution des décisions de justice étrangères relève de la partie du Droit international privé qui traite des conflits de juridictions qui est « l’expression traditionnellement utilisée pour désigner les ...
Héritier MOLISHO BASOSILA
doaj  

Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis

Mednarodno Inovativno Poslovanje, 2020
This study intends to analyse efficiency, in its weak form, in the financial markets of Indonesia, Malaysia, Philippines, Singapore, Thailand (Asean-5), and China, during the global pandemic (Covid-19).
Rui Dias, Paula Heliodoro, Paulo Alexandre   +2 more
doaj   +1 more source

Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach [PDF]

This paper examines the determinants of the time it takes for an index options market to return to no arbitrage values after put-call parity deviations, using intraday transactions data from the French index options market. We employ survival analysis to
Fabrice Riva, Laurent Deville
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Inter-market Arbitrage in Sports Betting [PDF]

Unlike the existing literature on sports betting, which concentrates on arbitrage within a single market, this paper examines inter-market arbitrage by searching for arbitrage opportunities through combining bets at the bookmaker and the exchange market.
Egon Franck, Erwin Verbeek, Stephan Nuesch   +2 more
core  

Arbitrage Portfolios [PDF]

It should be expected from this paper an expansion on some distinctive issues regarding arbitrage portfolios: i) a definition on arbitrage portfolios that enables adjustments to SML and CML environments; ii) sufficient conditions to set up arbitrage ...
Rodolfo Apreda
core  

No-arbitrage conditions and absolutely continuous changes of measure

, 2014
We study the stability of several no-arbitrage conditions with respect to absolutely continuous, but not necessarily equivalent, changes of measure. We first consider models based on continuous semimartingales and show that no-arbitrage conditions weaker
Fontana, Claudio
core   +1 more source