총 12,855건 중 1,000건 출력
, 1/100 페이지
-
1
-
Market arbitrage versus agent arbitrage
-
Modesti, P.;
;
(Omega,
v.32,
2004,
pp.25-29)
-
2
-
Inconsequential arbitrage
-
Page Jr., Frank H.;
Wooders Jr., Myrna H.;
Monteiro Jr., Paulo K.;
;
(Journal of mathematical economics,
v.34,
2000,
pp.439-469)
-
3
-
No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; Equivalent conditions
-
Nguyen, Manh-Hung;
Ha-Huy, Thai;
;
(Journal of mathematical economics,
v.46,
2010,
pp.128-131)
-
4
-
Bitcoin arbitrage
-
Shynkevich, Andrei;
;
(Finance research letters,
v.40,
2021,
pp.101698)
-
5
-
Arbitrage approximation theory
-
Clark, Stephen A.;
;
(Journal of mathematical economics,
v.33,
2000,
pp.167-181)
-
6
-
Looking for arbitrage
-
Flå
m, Sjur Didrik;
;
(International review of economics & finance,
v.9,
2000,
pp.1-9)
-
7
-
Tolerance to arbitrage
-
Salopek, D.M.;
E-mail: dsalopek@mathstat.yorku.ca or dsalopek@Gelds.utoronto.ca;
(Stochastic processes and their applications,
v.76,
1998,
pp.217-230)
-
8
-
Arbitrage and asset prices
-
Page Jr., Frank H.;
;
(Mathematical social sciences,
v.31,
1996,
pp.183-208)
-
9
-
ETF arbitrage: Intraday evidence
-
Marshall, B.R.;
Nguyen, N.H.;
Visaltanachoti, N.;
;
(Journal of banking & finance,
v.37,
2013,
pp.3486-3498)
-
10
-
Are performance based arbitrage effects detectable? Evidence from merger arbitrage
-
Officer, Micah S.;
;
(Journal of corporate finance : contracting, governance, and organization,
v.13,
2007,
pp.793-812)