𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Fundamental Analysis, Institutional Investment, and Limits to Arbitrage

✍ Scribed by Yanfeng Xue; May H. Zhang


Book ID
111106097
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
649 KB
Volume
38
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Limits to Institutional Reforms
✍ ThrΓ‘inn Eggertsson πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 216 KB
Limits to international arbitrage: an em
✍ Hans Dewachter; Kristien Smedts πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 154 KB

## Abstract This paper studies international financial integration by testing the law of one price across national borders. We use the distance between national discount factors as an integration measure and analyze the level of cross‐border mispricing. The empirical analysis shows that pricing dif

The limits to stock index arbitrage: Exa
✍ Nivine Richie; Robert T. Daigler; Kimberly C. Gleason πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 155 KB πŸ‘ 1 views

## Abstract This study examines factors affecting stock index spot versus futures pricing and arbitrage opportunities by using the S&P 500 cash index and the S&P 500 Standard and Poor's Depository Receipt (SPDR) Exchange‐Traded Fund (ETF) as β€œunderlying cash assets.” Potential limits to arbitrage w