Results 71 to 80 of about 140,743 (312)
American Depositary: A Case Study for Brazilian Market [PDF]
Journal of Systemics, Cybernetics and Informatics, 2012 Specialists often question market efficiency. Some works suggest arbitrage opportunities in several financial operations. Such opportunities can be explained mainly by information asymmetry, since pricing in the stock market is directly linked to ...
André Machado Caldeira +3 more
doaj
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis
Journal of Futures Markets, EarlyView.ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey +2 more
wiley +1 more source
The state arbitrage in the period of economic reforms and counter-reforms in the sixties
Контуры глобальных трансформаций: политика, экономика, право, 2014 The author analyses the problems in the state-planned economy and the measures taken by the state arbitrage to cushion the consequences of them. The article is based on archival materials.
D. V. Voronin
doaj
IMPLIED-IN-PRICES EXPECTATIONS: THEIR ROLE IN ARBITRAGE
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali, 2014 Real prices are created on markets by supply and demand and they do not have to follow some distributions or have some properties, which we often assume. However, prices have to follow some rules in order to make arbitrage impossible.
Sergei A. Ivanov
doaj +1 more source
Expectations and Speculation in the US Natural Gas Market
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper aims to assess the role of expectations as a determinant of the real price of natural gas in the US. Three specifications of a structural VAR (SVAR) model are estimated to identify an expectations‐driven speculative demand shock. The first includes natural gas inventories, consistently with the theory of storage; the second the risk‐
Christina Anderl +1 more
wiley +1 more source
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
On asymptotically arbitrage-free approximations of the implied volatility [PDF]
, 2022 Masaaki Fukasawa
openalex +1 more source
ESG Performance and Credit Risk: Evidence From Chinese Manufacturing Companies
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates the effect of corporate environmental, social, and governance (ESG) performance on credit risk using a sample of manufacturing firms listed on China's Shanghai and Shenzhen A‐share markets from 2009 to 2021. Employing fixed effects, the generalised method of moments, and instrumental variable models, we find that ...
Yanan Wang +4 more
wiley +1 more source
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
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