Results 71 to 80 of about 2,645 (213)
Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?
SAGE OpenThis study is the first to examine how limit-to-arbitrage factors impact the distress risk puzzle in Vietnam before and after implementing bankruptcy regulations.
Khoa Dang Duong +3 more
doaj +1 more source
CAPM or APT? A Comparison of Two Asset Pricing Models for Malaysia
Malaysian Management Journal, 1999 This study uses monthly return data on 213 stocks listed on the main board of Kuala Lumpur Stock Exchange, Malaysia for the period September 1988 to June 1997 to compare two frequently cited asset pricing models: the capital asset pricing model, CAPM and
Cung Huck Khoon +2 more
doaj
Research on the Financial Model Selection between Capital Asset Pricing Model, Arbitrage Pricing Model, and Fama-French Model [PDF]
, 2023 Botao Huang
openalex +1 more source
Virtual Arbitrage Pricing Theory [PDF]
, 1999 We generalize the Arbitrage Pricing Theory (APT) to include the contribution of virtual arbitrage opportunities. We model the arbitrage return by a stochastic process. The latter is incorporated in the APT framework to calculate the correction to the APT due to the virtual arbitrage opportunities.
openaire +3 more sources
TEST OF ARBITRAGE PRICING THEORY ON STOCK INDICES: AN EMPIRICAL STUDY ON BIST100 [PDF]
, 2023 Veli Akel, Boubacar Amadou CISSE
openalex +1 more source
Endogenous Limits to Arbitrage and Price Informativeness
, 2022 Di Cui, Øyvind Norli, Johann Reindl
openalex +1 more source
Empirical Study on Prices, Trading Volumes, and Arbitrages of Listed Subscription Warrants [PDF]
, 2022 Pyung Sig Yoon
openalex +1 more source
Energy Storage Arbitrage in Grid-Connected Micro-Grids Under Real-Time Market Price Uncertainty: A Double-Q Learning Approach [PDF]
, 2020 Yunjun Yu, Zhenfen Cai, Yushui Huang
openalex +1 more source