Search for
Results of search for Anomalies
Records found: 11
| DP15235 |
Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain Author(s): Xi Dong, NAMHO KANG and Joël Peress Published: August 2020 |
| DP14774 |
A no-arbitrage perspective on global arbitrage opportunities Author(s): Patrick Augustin, Mikhail Chernov, Lukas Schmid and Dongo Song Published: May 2020 |
| DP13974 |
A Supply and Demand Approach to Equity Pricing Author(s): Sebastien Betermier, Laurent Calvet and Evan Jo Published: August 2019 |
| DP13049 |
Factors that Fit the Time Series and Cross-Section of Stock Returns Author(s): Martin Lettau and Markus Pelger Published: July 2018 |
| DP12926 |
Estimating Latent Asset-Pricing Factors Author(s): Martin Lettau and Markus Pelger Published: May 2018 |
| DP12417 |
A Portfolio Perspective on the Multitude of Firm Characteristics Author(s): Victor DeMiguel, Alberto Martin-Utrera, Francisco J. Nogales and Raman Uppal Published: November 2017 |
| DP10804 |
Size and Momentum Profitability in International Stock Markets Author(s): Peter S. Schmidt, Andreas Schrimpf, Urs von Arx, Alexander F Wagner and Andreas Ziegler Published: September 2015 |
| DP10152 |
Asset Management Contracts and Equilibrium Prices Author(s): Andrea Buffa, Dimitri Vayanos and Paul Woolley Published: September 2014 |
| DP7738 |
Limits of Arbitrage: The State of the Theory Author(s): Denis Gromb and Dimitri Vayanos Published: March 2010 |
| DP5316 |
Should You Take a Lump-Sum or Annuitize? Results from Swiss Pension Funds Author(s): Monika Bütler and Federica Teppa Published: October 2005 |
| DP3387 |
Art Auctions: A Survey of Empirical Studies Author(s): Orley C Ashenfelter and Kathryn Graddy Published: May 2002 |
Records Found 11