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Tag arbitrage [14 articles]

Recent papers classified by the tag arbitrage.
  • Price Changes of Related Securities: The Case of Call Options and Stocks
    The Journal of Financial and Quantitative Analysis, Vol. 22, No. 1. (1987), pp. 1-15.
    by Mihir Bhattacharya
    posted to studies stock statistical securities put prices options equilibrium call arbitrage analysis by yanshanxiao on 2008-09-23 10:47:55 as **
  • Why Option Prices Lag Stock Prices: A Trading-Based Explanation
    The Journal of Finance, Vol. 48, No. 5. (1993), pp. 1957-1967.
    by Kalok Chan, Peter Y Chung, Herb Johnson
    posted to trading studies stock prices price options models hypotheses economic asked arbitrage by yanshanxiao on 2008-09-23 10:41:12 as **
  • Option pricing in a world with arbitrage
    (2000)
    by X Guo, L Shepp
    posted to arbitrage options pricing by Scis0000002 on 2007-12-14 01:23:36 as **
  • Asymptotic Arbitrage in Non-Complete Large Financial Markets
    by I Klein
    posted to arbitrage incomplete-markets by Scis0000002 on 2007-07-04 12:07:49 as **
  • A Non-commutative Version of the Fundamental Theorem of Asset Pricing
    ArXiv Quantum Physics e-prints (December 2001)
    by Z Chen
    posted to arbitrage investing-strategies noncommutative noncommutativity pricing quantum-arbitrage quantum-computing quantum-games quantum-gaming quantum-strategies quantum-trading-strategies strategies trading-strategies by Scis0000002 on 2008-01-04 10:40:40 as ** along with 1 person A_Olympia
  • Optimal consumption and arbitrage in incomplete, finite state security markets
    Annals of Operations Research, Vol. V45, No. 1. (30 December 1993), pp. 349-372.
    by Hiroshi Shirakawa, Hiromichi Kassai
    posted to arbitrage consumption incompleteness optimal by scis0000001 on 2007-03-20 09:21:47 as **
  • Trend arbitrage, bid-ask spread and market dynamics
    ArXiv Physics e-prints (July 2006)
    by N Zaitsev
    posted to arbitrage spread by scis0000001 on 2007-04-06 14:16:38 as **
  • The Limits of Arbitrage
    The Journal of Finance, Vol. 52, No. 1. (1997), pp. 35-55.
    by Andrei Shleifer, Robert W Vishny
    posted to arbitrage markets by rlai on 2007-05-29 17:36:56 as ** along with 1 person and 1 group RobHayward MITCCI
  • The Cross-Section of Expected Stock Returns
    The Journal of Finance, Vol. 47, No. 2. (1992), pp. 427-465.
    by Eugene F Fama, Kenneth R French
    posted to arbitrage asset economics equity model pricing stock by pdlug on 2007-03-20 04:51:26 as ** along with 4 people and 1 group yanshanxiao gi0rgi0ne hgunji bimbo EntrepreneurialRisks
  • An Intelligent Statistical Arbitrage Trading System
    Social Science Research Network Working Paper Series
    by NICK Kondakis, Nikos S Thomaidis
    posted to arbitrage garch neuralnet neuralnetwork statarb statistics trading by pdlug on 2008-05-04 01:03:43 as **
  • Pairs Trading: Performance of a Relative Value Arbitrage Rule
    Social Science Research Network Working Paper Series (February 2006)
    by EVAN Gatev, William N Goetzmann, Geert K Rouwenhorst
    posted to arbitrage correlations finance by lehalle on 2008-06-18 10:32:31 as **
  • Portfolio Theory and Capital Markets
    (17 December 1999)
    by William F Sharpe, William Sharpe
    posted to arbitrage finance by lehalle on 2008-08-10 18:14:04 as read
  • Spatial Arbitrage to Reduce “Seams” across Electricity System Control Areas:  An Experimental Analysis
    Hawaii International Conference on System Sciences, Proceedings of the 41st Annual (2008), pp. 177-177.
    by RE Schuler
    posted to agent arbitrage electricity energy by cblock on 2008-07-03 14:48:24 as **
  • Social Diversity, Arbitrage, and Gains from Trade: A Unified Perspective on Resource Allocation
    The American Economic Review, Vol. 84, No. 2. (1994), pp. 427-434.
    by Graciela Chichilnisky
    posted to arbitrage by bigbossman on 2007-03-23 19:32:19 as **
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