Indexes
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-02792-6_6
Reference75 articles.
1. Abreu, D., & Brunnermeier, M. K. (2002). Synchronization Risk and Delayed Arbitrage. Journal of Financial Economics, 66(2–3), 341–360.
2. Ackert, L. F., & Tian, Y. S. (2000). Arbitrage and Valuation in the Market for Standard and Poor’s Depositary Receipts. Financial Management, 29(3), 71–87.
3. Albeverio, S., Steblovskaya, V., & Wallbaum, K. (2013). Investment Instruments with Volatility Target Mechanism. Quantitative Finance, 13(10), 1519–1528.
4. Anderson, R. M., Bianchi, S. W., & Goldberg, L. R. (2014). Determinants of Levered Portfolio Performance. Financial Analysts Journal, 70(5), 53–72.
5. Antoniou, A., & Holmes, P. (1995). Futures Trading, Information and Spot Price Volatility: Evidence from the FTSE 100 Stock Index Futures Contract Using GARCH. Journal of Banking & Finance, 19(1), 117–129.
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