Jun 30 2024 Anne-Sophie Billet , Claire Papaix and Mathias Reymond   Connected objects: Economic modelling of time arbitrage   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2022 Huachen Li   Tether points, price stability, and arbitrage efficiency   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2022 Akihiko Noda   Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 20 2022 Kazuki Okamoto and Mototsugu Fukushige   Favourite–longshot biases in a pari-mutuel system without cross arbitrage   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 08 2020 Elyes Jouini   Equilibrium pricing and market completion: a counterexample   Abstract  Contact Information  Citation  Full Text  -  Note   May 19 2020 Guillaume Coqueret and Bertrand Tavin   A note on implied correlation for bivariate contracts   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 05 2020 Gabriel Di Bella , Francesco Grigoli and Rafael Romeu   A Note on the Algebra of Multiple Exchange Rates   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2019 Benjamin Carl Anderson and Stoyu I Ivanov   Study of the impact of the Great Recession on the relation between earnings surprises and stock returns   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide   Are African stock markets efficient? Evidence from wavelet unit root test for random walk   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 26 2017 Akinori Kitsuki   A Note on the Theoretical Framework for Seasonal Consumption Patterns in Developing Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 05 2016 Stephen Norman   Attractor misspecification and threshold estimation bias   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 02 2015 Franck Martin and Mai lan Nguyen   Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 21 2013 Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella   No arbitrage and a linear portfolio selection model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 25 2011 Marcio Laurini   Bayesian Factor Selection in Dynamic Term Structure Models   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 05 2011 Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy   Nonlinear prediction of Malaysian exchange rate with monetary fundamentals   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2009 Sylvain Baumann , Pedro Lages dos santos , Samir Amine and Fabrice Valognes   Protection, Alliance and Negotiation against a Terrorist Threat   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 05 2009 Mohamed Amine Boutaba   Investigating efficiency in the U.S sulfur dioxide permit market   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 14 2008 Gueorgui I. Kolev   Forecasting aggregate stock returns using the number of initial public offerings as a predictor   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 05 2008 Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang   Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 16 2006 Hideaki Sakawa and Naoki Watanabel   A Note on Synchronization Risk and Delayed Arbitrage   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 06 2003 Marco Scarsini and Yossi Feinberg   Rate of Arbitrage and Reconciled Beliefs   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 21 2003 Nizar Allouch   A note on two notions of arbitrage   Abstract  Contact Information  Citation  Full Text  -  Note