haku: @indexterm arbitrage / yhteensä: 72
viitteet: 11-20 / 72
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
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.
14.
Liquidity and arbitrage in options markets: A survival analysis approach
Review of finance
2007 : SEP, VOL. 11:3, p. 497-525
 2007 Deville, L.
Riva, F.
15.
Earnings announcement premia and the limits to arbitrage
Journal of Accounting & Economics
2007 : JUL, VOL. 43:2-3, p. 153-180
 2007 Cohen, D.A. (et al.)
16.
A new econometric model of index arbitrage
European Financial Management
2007 : JAN, VOL. 13:1, p. 159-183
 2007 Taylor, N.
17.
Parallel trade, international exhaustion and intellectual property rights: a welfare analysis
Journal of Industrial Economics
2006 : DEC, VOL. 54:4, p. 499-526
 2006 Valletti, T.
Szymanski, S.
18.
Large investors, price manipulation, and limits to arbitrage: An anatomy of market corners
Review of finance
2006 : VOL. 10:4, p. 645-693
 2006 Allen, F.
Litov, L.
Mei, J.
19.
Costly arbitrage and the myth of idiosyncratic risk
Journal of Accounting & Economics
2006 : OCT, VOL. 42:1-2, p. 35-52
 2006 Pontiff, J.
20.
Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs
Journal of Accounting & Economics
2006 : OCT, VOL. 42:1-2, p. 3-33
 2006 Mashruwala, C.
Rajgopal, S.
Shevlin, T.
« edellinen sivu | seuraava sivu »
SCIMA