Results 121 to 130 of about 87,733 (349)
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market [PDF]
The focus of this paper is on the study of the drivers of a cross market arbitrage profit. Many papers have investigated the risk of trading arbitrage opportunities and the empirical existence of these events at the high frequency level for different ...
Brooks, Chris +2 more
core +1 more source
Optimal portfolio selection in an It\^o-Markov additive market
, 2018 We study a portfolio selection problem in a continuous-time It\^o-Markov additive market with prices of financial assets described by Markov additive processes which combine L\'evy processes and regime switching models.
Palmowski, Zbigniew +2 more
core +1 more source
Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley +1 more source
Impact of Financial Crisis on the Profitability of Capital Structure Arbitrage in Australia
The International Journal of Banking and Finance, 2016 We evaluate the performance of a convergence style capital structure arbitrage trading strategy using Australian CDS spreads estimated by the Credit Grades model.
Jiri Svec Nicholas
doaj
Applied SciencesDue to its effectiveness as a risk-hedging trading strategy in financial markets, futures arbitrage is highly sought after by investors in turbulent market conditions.
Sensen Tu +5 more
doaj +1 more source
Arbitrage in Housing Markets [PDF]
Urban economists understand housing prices with a spatial equilibrium approach that assumes people must be indifferent across locations. Since the spatial no arbitrage condition is inherently imprecise, other economists have turned to different no ...
Edward L. Glaeser, Joseph Gyourko
core
, 1998 The paper studies the role of risk arbitrage in takeover contests. We show that arbitrageurs have an incentive to accumulate nontrivial stakes in a company target of a takeover. For each arbitrageur, the knowledge of his own presence (and that he will tender a positive fraction of his shares) is an informational advantage which guarantees that there is
Cornelli, F, Li, D D
openaire
American Journal of Agricultural Economics, EarlyView.Abstract Agricultural subsidies can be an effective policy tool to enhance soil organic carbon sequestration. This paper assesses the effectiveness of a second‐best hypothetical policy which subsidizes additional canola hectares optimally for each soil zone in Saskatchewan in an effort to increase soil organic carbon.
Devin A. Serfas
wiley +1 more source
The Network State, Exit, and the Political Economy of Venture Capital
Antipode, EarlyView.Abstract This article focuses on the Network State movement as embodying the venture capital (VC) logic of exit. Exit constitutes both a strategy for lucrative returns and an ideology seeking out new territories for financial and technological speculation.
Olivier Jutel
wiley +1 more source
Do tax havens affect the usage of share buybacks schemes?
Annals of Public and Cooperative Economics, EarlyView.Abstract This study examines whether the use of tax haven subsidiaries by U.S. multinational corporations (MNCs) is associated with more intense usage of share buybacks. I find that MNCs' more intensive tax haven subsidiary usage is positively associated with a higher buyback ratio, a higher level of free cash flow and a higher level of return on ...
Alessandro Chiari
wiley +1 more source