haku: @indexterm arbitrage / yhteensä: 72
viitteet: 4-13 / 72
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4.
Empirical investigation of securitisation drivers: the case of Italian banks
European Journal of Finance
2011 : AUG-SEP, VOL. 17:7-8, p. 623-648
 2011 Agostino, M.
Mazzuca, M.
5.
Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation
Journal of Financial Economics
2011 : APR, VOL. 100:1, p. 113-129
 2011 Jong, A. de
Dutordoir, M.
Verwijmeren, P.
6.
Captive offshoring of new product development in Brazil
Management International Review
2010 : VOL. 50:6 p. 747-773
 2010 Boehe, D. M.
7.
Evaluating asset pricing models using the second Hansen-Jagannathan distance
Journal of Financial Economics
2010 : AUG, VOL 97:2, p. 279-301
 2010 Li, H.
Xu, Y.
Zhang, X.
8.
Activist arbitrage: A study of open-ending attempts of closed-end funds
Journal of Financial Economics
2010 : JAN, VOL. 95:1, p. 1-19
 2010 Bradley, M. (et al.)
9.
The risk and return of arbitrage in dual-listed companies
Review of finance
2009 : VOL 13:3 p. 495-520
 2009 Jong, A. de
Rosenthal, L.
Dijk, M.A. van
10.
Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements
Journal of Financial Economics
2009 : JUN, VOL 92:3, p. 376-399
 2009 Berkman, H. (et al.)
11.
Convertible bond arbitrage, liquidity externalities, and stock prices
Journal of Financial Economics
2009 : FEB, VOL. 91:2, p. 227-251
 2009 Choi, D.
Getmansky, M.
Tookes, H.
12.
Portfolio performance measurement: a no arbitrage bounds approach
European Financial Management
2009 : MAR, VOL. 15:2, p. 298-339
 2009 Ahn, D-H.
Cao, H.H.
Chrétien, S.
13.
Ex-dividend day trading: Who, how, and why? Evidence from the Finnish market
Journal of Financial Economics
2008 : MAY, VOL. 88:2, p. 355-374
 2008 Rantapuska, E.
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