✦ LIBER ✦

Arbitrage costs and nonlinear adjustment in the G7 stock markets

✍ Scribed by Jawadi, Fredj; Prat, Georges

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonlinear mean reversion in the G7 stock

✍ Kim, Hyeongwoo; Stern, Liliana V.; Stern, Michael L. 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 723 KB

Common nonlinearities in long-horizon st

✍ Sei-Wan Kim; André V. Mollick; Kiseok Nam 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 352 KB

Risky Arbitrage, Limits of Arbitrage, an

✍ Liam A. Gallagher; Mark P. Taylor 📂 Article 📅 2001 🏛 Oxford University Press 🌐 English ⚖ 138 KB

Technical trading rules for nonlinear dy

✍ Kwang-il Choe; Joshua Krausz; Kiseok Nam 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 277 KB

Half-life bias correction and the G7 sto

✍ Hyeongwoo Kim; Liliana V. Stern; Michael L. Stern 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 156 KB

The asymmetric price adjustment between

✍ Tsai, Ming-Shann; Chiang, Shu-Ling 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 220 KB