Results 211 to 220 of about 52,168 (223)

Market Integration, Efficiency of Arbitrage, and Imperfect Competition: Methodology and Application to U.S. Celery

American Journal of Agricultural Economics, 1991
Richard J Sexton, Catherine L Kling, Hoy F Carman   +2 more
exaly  

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

Mathematical Finance, 2006
Paolo Guasoni
exaly  

Arbitrage-free SVI volatility surfaces

Quantitative Finance, 2014
Jim Gatheral, Antoine Jacquier
exaly  

Between arbitrage and speculation: an economy of belief and doubt

Economy and Society, 2007
Hirokazu Miyazaki
exaly  

Statistical Arbitrage with Hypothesis Testing

2023
openaire   +1 more source

Limited arbitrage between equity and credit markets

Journal of Financial Economics, 2012
Nikunj Kapadia, Xiaoling Pu
exaly  

Economic viability of energy storage systems based on price arbitrage potential in real-time U.S. electricity markets

Applied Energy, 2014
Kyle Bradbury, Dalia Patino-Echeverri
exaly  

Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns

Journal of Banking and Finance, 2016
Jie Cao
exaly  

The Booms and Busts of Beta Arbitrage

Management Science
Shiyang Huang, Dong Lou, Christopher Polk   +2 more
exaly  

Arbitrage in fractional Brownian motion models

Finance and Stochastics, 2003
exaly