Researchers from the IMF, ECB, and BIS developed a "purified" CIP measure using supranational bonds to more accurately assess ...

Well, first we need to acknowledge that LOOP is an economic theory, not a law of physics. There are all sorts of real-life frictions that can cause near-permanent glitches in markets, and there are ...

Mitchell and Pulvino first collaborated more than 20 years ago on merger-arbitrage research when Mitchell was a finance professor at Harvard Business School and Pulvino was an associate professor ...

Mutual fund houses are repackaging debt schemes by combining fixed income with arbitrage to make them more tax-friendly.

These schemes put 65% of the portfolio in debt and the remaining 35% in arbitrage funds to reap the benefit of 12.5% ...

AM ABC arbitrage 2024 Results¹: €26.8 m (+63%)ROE 2024: 16.4% | Per share distribution 2024: €0.34 The Board of Directors of ABC arbitrage, presided by the Chairman Dominique Ceolin, met on March 20, ...

"Limited Arbitrage in Equity Markets." Journal of Finance 57, no. 2 (April 2002): pp. 551–584. (Winner of Smith Breeden Prize. Best Paper for the best finance research paper published in the Journal ...