Results 261 to 270 of about 7,005,793 (301)

The Behavior of an Institutional Investor with Arbitrage Opportunities and Liquidity Risk

Emerging markets finance & trade, 2018
This study analyzes the efficiency of liquidity flows in stabilizing distressed markets from a theoretical perspective. We show that even in the event of a major negative market shock, a financial institution can increase its investment in the market ...
Sangwook Sung, Hoon Cho, Doojin Ryu
semanticscholar   +1 more source

Takeovers, Freezeouts, and Risk Arbitrage

Games, 2001
This paper develops a dynamic model of tender offers in which there is trading on the target’s shares during the takeover, and bidders can freeze out target shareholders (compulsorily acquire remaining shares not tendered at the bid price), features that
Armando Gomes
semanticscholar   +1 more source

The Organized Irresponsibility Principle and Risk Arbitrage

Critical Criminology, 2018
D. Curran
semanticscholar   +1 more source

What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy

Journal of Financial and Quantitative Analysis, 2016
C. Cao, Bradley A. Goldie, Bing Liang, Lubomir Petrasek   +3 more
semanticscholar   +1 more source

Risk and Arbitrage

, 2020
Carolyn Hardin, Adam Richard Rottinghaus
semanticscholar   +1 more source

Arbitrage and Risk Arbitrage

, 2017
William T. Ziemba
semanticscholar   +1 more source

An Option‐Based Approach to Risk Arbitrage in Emerging Markets: Evidence from Taiwan Takeover Attempts

, 2013
Luke Lin, Lihuei Lan, Shuang-Shii Chuang
semanticscholar   +1 more source

Characteristics of Risk and Return in Risk Arbitrage

, 2000
Mark L. Mitchell, Todd C. Pulvino
semanticscholar   +1 more source

Idiosyncratic Risk, Costly Arbitrage, and the Cross-Section of Stock Returns

, 2016
Jie Cao, Bing Han
semanticscholar   +1 more source

Risk control of mean-reversion time in statistical arbitrage

Risk and Decision Analysis, 2017
Joongyeub Yeo, G. Papanicolaou
semanticscholar   +1 more source