Keywords: محدود به داوری; G10; G11; G12; Lottery preferences; Return anomalies; Investor sentiment; Limits to arbitrage;
مقالات ISI محدود به داوری (ترجمه نشده)
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Keywords: محدود به داوری; Stock return predictability; News; Limits to arbitrage; Limited attention; Overreaction; Underreaction; Text analysis; G12; G14;
Keywords: محدود به داوری; Fire sale; Pension funds; Liquidity; Limits to arbitrage;
Keywords: محدود به داوری; G11; G12; G14; Anomalies; Crash; Overpricing; Retail investors; Limits to arbitrage;
Keywords: محدود به داوری; G12; G17; D43; D81; Short squeeze; Volkswagen; Porsche; Regional variation; Law of one price; Limits to arbitrage;
Keywords: محدود به داوری; G12; G14; Anomalies; Limits to arbitrage; Sentiment; Return predictability; Behavioral finance;
Keywords: محدود به داوری; G12; G14; Pairs trading; Relative-value arbitrage; Return predictability; International stock markets; Limited attention; Limits to arbitrage;
Keywords: محدود به داوری; G01; G11; G12; G13; Bond liquidity; Term structure of illiquidity premiums; Regime-switching; Financial crisis; Slow moving capital; Limits to arbitrage;
Keywords: محدود به داوری; G02; G12; G14; Investor attention; Speculative demand; Penny stocks; Market returns; Trading strategy; Limits to arbitrage;
Keywords: محدود به داوری; G10; G23; G32; Limits to arbitrage; Hedge funds; Capital structure;
Keywords: محدود به داوری; G13; C32; Commodity index traders; Hedging; Limits to arbitrage;
Keywords: محدود به داوری; G00; G01; G12; Limits to arbitrage; Short-selling restrictions; Inferring trade direction;
Keywords: محدود به داوری; G00; G13; G32; Q49; Commodity markets; Futures pricing; Hedging; Limits to arbitrage;
Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market
Keywords: محدود به داوری; Idiosyncratic volatility anomaly; Extreme returns; Investor behavioral biases; Limits to arbitrage; The Chinese stock market; G02; G12; G17;
Price discrimination and limits to arbitrage: An analysis of global LNG markets
Keywords: محدود به داوری; D40 (Market Structure and Pricing); F12 (Trade with Imperfect Competition); L95 (Gas Transportation); International trade; Limits to arbitrage; Market power; Natural gas; Price discrimination;
Footprints in the market: Hedge funds and the carry trade
Keywords: محدود به داوری; G2; G10; G14Carry trade; Hedge funds; Fund management; Limits to arbitrage; Noise trading; Risk aversion
Investing in Chapter 11 stocks: Trading, value, and performance
Keywords: محدود به داوری; Chapter 11; Option theory; Heterogeneous beliefs; Limits to arbitrage; G33; G12; G14;
Currency momentum strategies
Keywords: محدود به داوری; F31; G12; G15Momentum returns; Limits to arbitrage; Idiosyncratic volatility; Carry trades
The return impact of realized and expected idiosyncratic volatility
Keywords: محدود به داوری; G12; Asset pricing; Idiosyncratic volatility; Seasonality; Sentiment; Limits to arbitrage;
The fragile capital structure of hedge funds and the limits to arbitrage
Keywords: محدود به داوری; Limits to arbitrage; Coordination risk; Fragile capital structure; Market liquidityG14; G24; D82
Multi-market trading and arbitrage
Keywords: محدود به داوری; F30; G15; G32Multi-market trading; Cross-listed stocks; Idiosyncratic risk; Limits to arbitrage
Inference, arbitrage, and asset price volatility
Keywords: محدود به داوری; G10; G12; G14; Asset pricing; Learning; Asymmetric information; Limits to arbitrage;
Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements
Keywords: محدود به داوری; D82; G14; G19Differences of opinion; Earnings announcements; Institutional ownership; Limits to arbitrage; Market efficiency; Short-sales constraints
Earnings announcement premia and the limits to arbitrage
Keywords: محدود به داوری; G12; G14; M41; M45; Earnings announcements; Announcement premium; Preannouncements; Disclosure; Limits to arbitrage;
Noise trader risk: Evidence from the Siamese twins
Keywords: محدود به داوری; G12 (asset pricing); G14 (information and market efficiency); Noise trader risk; Market efficiency; Limits to arbitrage; Behavioral finance; Hedge funds;
The price-dividend ratio and limits to arbitrage: Evidence from a time-varying ESTR model
Keywords: محدود به داوری; Present value model; ESTR model; Limits to arbitrage; C22; G12;
Short interest, institutional ownership, and stock returns
Keywords: محدود به داوری; G12; G14; Short sales; Short interest; Limits to arbitrage;