Results 291 to 300 of about 7,235,439 (370)
Some of the next articles are maybe not open access.

Related searches:

Risk-Arbitrage Spreads and Performance of Risk Arbitrage

The Journal of Alternative Investments, 2008
This article explores the cross sectional variation in risk arbitrage spreads. Factors that are relevant to the probability of deal success (i.e., target termination fees, target resistance, target price run-up, relative size of the target, and arbitrageurs9 activity), bid revision (i.e., target9s growth opportunity), potential loss when a deal fails ...
Ben S. Branch, Jia Wang
semanticscholar   +2 more sources

Risk Arbitrage in Takeovers

Review of Financial Studies, 2002
This article studies the role of risk arbitrageurs in takeovers and the source of their advantage. We show how the presence of arbitrageurs affects the value of the target shares, since arbitrageurs are more likely to tender. Therefore an arbitrageur has the informational advantage of knowing he bought shares. In equilibrium, the number of arbitrageurs
Francesca Cornelli, David D. Li
semanticscholar   +3 more sources

Regulatory arbitrage of risk measures

SSRN Electronic Journal, 2015
In the past few decades, risk measures have been a prominent tool for risk management in both academic research and industrial practice.
Ruodu Wang
semanticscholar   +2 more sources

Execution Risk in High-Frequency Arbitrage

open access: greenSSRN Electronic Journal, 2012
In this paper, we investigate the role of execution risk in high-frequency trading through arbitrage strategies. We show that if rational agents face uncertainty about completing their arbitrage portfolios, then arbitrage is limited even in markets with perfect substitutes and convertibility.
Roman Kozhan, Wing Wah Tham
openaire   +2 more sources

Risk Arbitrage in Tender Offers

The Journal of Portfolio Management, 1992
zewski. T he merger mania that began in the late ' 1970s has been uniquely characterized by the extensive role risk arbitrageurs played in the process of mergers and acquisitions. In general, risk arbitrage is the purchasing of securities immediately after the announcement of a merger, when the arbitrageur attempts to lock in the fixed spread between ...
W. Dukes, C. Frohlich, Christopher K. Ma
semanticscholar   +2 more sources

Risk and Arbitrage

, 2020
Carolyn Hardin, Adam Richard Rottinghaus
semanticscholar   +2 more sources

Home - About - Disclaimer - Privacy