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Results of search for Arbitrage
Records found: 25
| DP15569 |
Currency Mispricing and Dealer Balance Sheets Author(s): Gino Cenedese, Pasquale Della Corte and Tianyu Wang Published: December 2020 |
| DP15563 |
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing Author(s): Hao Jiang, Dimitri Vayanos and Lu Zheng Published: December 2020 |
| DP15306 |
Prospect Theory and Currency Returns: Empirical Evidence Author(s): Roman Kozhan, Mark P Taylor and Qi Xu Published: September 2020 |
| 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 |
| DP15064 |
Advertising Arbitrage Author(s): Sergei Kovbasyuk and Marco Pagano Published: July 2020 |
| DP14957 |
In the Shadow of Banks: Wealth Management Products and Issuing Banks' Risks in China Author(s): Viral V. Acharya, Jun Qian, Yang Su and Zhishu Yang Published: June 2020 |
| DP14860 |
The efficiency of the Chinese silver standard, 1920-33 Author(s): Nuno Pedro G. Palma and Liuyan Zhao Published: June 2020 |
| DP14802 |
UNINTENDED CONSEQUENCES OF THE GLOBAL DERIVATIVES MARKET REFORM Author(s): Pauline Gandré, Mike Mariathasan, Ouarda Merrouche and Steven Ongena Published: May 2020 |
| DP14774 |
A no-arbitrage perspective on global arbitrage opportunities Author(s): Patrick Augustin, Mikhail Chernov, Lukas Schmid and Dongo Song Published: May 2020 |
| DP14729 |
Market Power and Price Discrimination: Learning from Changes in Renewables Regulation Author(s): Imelda . and Natalia Fabra Published: May 2020 |
| DP14419 |
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities Author(s): Leonardo Gambacorta, Sergio Mayordomo and Jose-Maria Serena Garralda Published: February 2020 |
| DP13951 |
Macroprudential Policy with Leakages Author(s): Julien Bengui and Javier Bianchi Published: August 2019 |
| DP13873 |
Correlation Risk, Strings and Asset Prices Author(s): Walter Distaso, Antonio Mele and Grigory Vilkov Published: July 2019 |
| DP13689 |
Market Frictions, Arbitrage, and the Capitalization of Amenities Author(s): Amine Ouazad and Romain Rancière Published: April 2019 |
| DP13645 |
What Constrains Liquidity Provision? Evidence From Hedge Fund Trades Author(s): Efe Cotelioglu, Francesco Franzoni and Alberto Plazzi Published: April 2019 |
| DP13546 |
Repo rates and the collateral spread puzzle Author(s): Kjell G Nyborg Published: February 2019 |
| DP13150 |
Foreign Expansion, Competition and Bank Risk Author(s): Ester Faia, Sebastien Laffitte and Gianmarco Ottaviano Published: September 2018 |
| DP12685 |
Deep Value Author(s): Clifford S. Asness, John M. Liew, Lasse Heje Pedersen and Ashwin K Thapar Published: February 2018 |
| DP11663 |
Collateral, Central Bank Repos, and Systemic Arbitrage Author(s): Falko Fecht, Kjell G Nyborg, Jörg Rocholl and Jiri Woschitz Published: November 2016 |
| DP11476 |
Investor-Stock Decoupling in Mutual Funds Author(s): Miguel Ferreira, Massimo Massa and Pedro Pinto Matos Published: August 2016 |
| DP11471 |
Who is afraid of BlackRock? Author(s): Massimo Massa, David Schumacher and Yan Wang Published: August 2016 |
| DP11469 |
A Dynamic Equilibrium Model of ETFs Author(s): Semyon Malamud Published: August 2016 |
| DP11156 |
Who Trades Against Mispricing? Author(s): Mariassunta Giannetti and Bige Kahraman Published: March 2016 |
| DP11005 |
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply Author(s): Robin Greenwood, Samuel G Hanson and Dimitri Vayanos Published: December 2015 |
| DP10436 |
The Dynamics of Financially Constrained Arbitrage Author(s): Denis Gromb and Dimitri Vayanos Published: February 2015 |
Records Found 25