Optimal Arbitrage Trading

SSRN Electronic Journal ◽

10.2139/ssrn.446382 ◽

2003 ◽

Cited By ~ 2

Author(s):

Michael Boguslavsky ◽

Elena Boguslavskaya

Keyword(s):

Arbitrage Trading ◽

Optimal Arbitrage

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Overconfidence, Ambiguity Aversion, and Excess Arbitrage Trading

SSRN Electronic Journal ◽

10.2139/ssrn.2430655 ◽

2014 ◽

Author(s):

Min Hwang ◽

Soosung Hwang ◽

Sanha Noh

Keyword(s):

Ambiguity Aversion ◽

Arbitrage Trading

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Optimal Arbitrage under Limits to Arbitrage: The Case of Convergence Trade

SSRN Electronic Journal ◽

10.2139/ssrn.3483425 ◽

2019 ◽

Author(s):

Jing Xu

Keyword(s):

Limits To Arbitrage ◽

Optimal Arbitrage

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Reduction of Constraints on Arbitrage Trading and Market Efficiency: An Examination of Ex-Day Returns in Hong Kong after Introduction of Electronic Settlement

The Journal of Finance ◽

10.1111/0022-1082.00309 ◽

2000 ◽

Vol 55 (6) ◽

pp. 2841-2861 ◽

Cited By ~ 39

Author(s):

Palani-Rajan Kadapakkam

Keyword(s):

Hong Kong ◽

Market Efficiency ◽

Arbitrage Trading

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Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency

Journal of Risk and Financial Management ◽

10.3390/jrfm3010063 ◽

2010 ◽

Vol 3 (1) ◽

pp. 63-96 ◽

Cited By ~ 4

Author(s):

John Mitchell

Keyword(s):

Market Efficiency ◽

Trading Strategies ◽

Arbitrage Trading

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Asymmetric arbitrage trading on offshore and onshore renminbi markets

Empirical Economics ◽

10.1007/s00181-018-1516-6 ◽

2018 ◽

Vol 57 (5) ◽

pp. 1653-1675 ◽

Cited By ~ 1

Author(s):

Sercan Eraslan

Keyword(s):

Arbitrage Trading

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Joint Optimisation in Statistical Arbitrage Trading

Perspectives in Neural Computing - Neural Networks and the Financial Markets ◽

10.1007/978-1-4471-0151-2_22 ◽

2002 ◽

pp. 193-201 ◽

Cited By ~ 2

Author(s):

Neville Towers

Keyword(s):

Statistical Arbitrage ◽

Arbitrage Trading

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A Brain-Inspired Cerebellar Associative Memory Approach to Option Pricing and Arbitrage Trading

Neural Information Processing - Lecture Notes in Computer Science ◽

10.1007/11893295_42 ◽

2006 ◽

pp. 370-379 ◽

Cited By ~ 2

Author(s):

S. D. Teddy ◽

E. M. -K. Lai ◽

C. Quek

Keyword(s):

Option Pricing ◽

Associative Memory ◽

Arbitrage Trading

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Statistical Arbitrage Trading Strategies and High Frequency Trading

SSRN Electronic Journal ◽

10.2139/ssrn.2147012 ◽

2012 ◽

Cited By ~ 1

Author(s):

Thomas A. Hanson ◽

Joshua R. Hall

Keyword(s):

High Frequency ◽

Trading Strategies ◽

High Frequency Trading ◽

Statistical Arbitrage ◽

Arbitrage Trading

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On optimal arbitrage

The Annals of Applied Probability ◽

10.1214/09-aap642 ◽

2010 ◽

Vol 20 (4) ◽

pp. 1179-1204 ◽

Cited By ~ 30

Author(s):

Daniel Fernholz ◽

Ioannis Karatzas

Keyword(s):

Optimal Arbitrage

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Statistical arbitrage trading with wavelets and artificial neural networks

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196339 ◽

2003 ◽

Cited By ~ 4

Author(s):

C. Zapart

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Statistical Arbitrage ◽

Artificial Neural ◽

Arbitrage Trading

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