Dynamic arbitrage gaps for financial assets: in a nonlinear and chaotic price adjustment process-Reference-Cited by-同舟云学术

Dynamic arbitrage gaps for financial assets: in a nonlinear and chaotic price adjustment process

Published:1999-11 Issue:3-4 Volume:9 Page:441-457
ISSN:1042-444X
Container-title:Journal of Multinational Financial Management
language:en
Short-container-title:Journal of Multinational Financial Management

Author:

Apreda Rodolfo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference25 articles.

1. Apreda, R., 1994. Complex financial dynamics for arbitrage gaps. Paper presented at the 34 Annual Meeting, Eastern Financial Association. Williamsburg, Virginia, April.

2. Apreda, R., 1997. Chaotic dynamic systems. Research Paper. UADE, Buenos Aires.

3. Apreda, R., 1991. Budgetary gaps in finance. J. Financial Exec. IAEF, Buenos Aires, 35–39.

4. Apreda, R., 1996. Financial costs, dynamic gaps and arbitrage. PhD Dissertation. University of Buenos Aires, Buenos Aires.

5. Apreda R., 1999. Transactionally efficient markets, dynamic arbitrage and market microstructure. Del Cema University, Working Papers, forthcoming March.

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