Matches in SemOpenAlex for { <https://semopenalex.org/work/W3080632014> ?p ?o ?g. }
Showing items 1 to 65 of
65
with 100 items per page.
- W3080632014 abstract "We study a segmented-markets setting in which self-fulfilling volatility can arise. The only requirements are (i) asset price movements redistribute wealth across markets (e.g., equities rise as bonds fall) and (ii) some stabilizing force keeps valuation ratios stationary (e.g., cash flow growth rises when valuations rise). We prove that when self-fulfilling volatility exists, arbitrage opportunities must also exist. Conversely, at times when arbitrage profits exist, asset markets are susceptible to self-fulfilling fluctuations. The tight theoretical connection between price volatility and arbitrage is detectable in currency markets by studying deviations from covered interest parity." @default.
- W3080632014 created "2020-09-01" @default.
- W3080632014 creator A5006784685 @default.
- W3080632014 creator A5040488861 @default.
- W3080632014 date "2020-01-01" @default.
- W3080632014 modified "2023-09-23" @default.
- W3080632014 title "Arbitrage and Beliefs" @default.
- W3080632014 hasPublicationYear "2020" @default.
- W3080632014 type Work @default.
- W3080632014 sameAs 3080632014 @default.
- W3080632014 citedByCount "0" @default.
- W3080632014 crossrefType "posted-content" @default.
- W3080632014 hasAuthorship W3080632014A5006784685 @default.
- W3080632014 hasAuthorship W3080632014A5040488861 @default.
- W3080632014 hasConcept C10138342 @default.
- W3080632014 hasConcept C106159729 @default.
- W3080632014 hasConcept C141121606 @default.
- W3080632014 hasConcept C142450864 @default.
- W3080632014 hasConcept C160623529 @default.
- W3080632014 hasConcept C162324750 @default.
- W3080632014 hasConcept C163428354 @default.
- W3080632014 hasConcept C181236170 @default.
- W3080632014 hasConcept C186027771 @default.
- W3080632014 hasConcept C2779150987 @default.
- W3080632014 hasConcept C42854785 @default.
- W3080632014 hasConcept C556758197 @default.
- W3080632014 hasConcept C91602232 @default.
- W3080632014 hasConceptScore W3080632014C10138342 @default.
- W3080632014 hasConceptScore W3080632014C106159729 @default.
- W3080632014 hasConceptScore W3080632014C141121606 @default.
- W3080632014 hasConceptScore W3080632014C142450864 @default.
- W3080632014 hasConceptScore W3080632014C160623529 @default.
- W3080632014 hasConceptScore W3080632014C162324750 @default.
- W3080632014 hasConceptScore W3080632014C163428354 @default.
- W3080632014 hasConceptScore W3080632014C181236170 @default.
- W3080632014 hasConceptScore W3080632014C186027771 @default.
- W3080632014 hasConceptScore W3080632014C2779150987 @default.
- W3080632014 hasConceptScore W3080632014C42854785 @default.
- W3080632014 hasConceptScore W3080632014C556758197 @default.
- W3080632014 hasConceptScore W3080632014C91602232 @default.
- W3080632014 hasOpenAccess W3080632014 @default.
- W3080632014 hasRelatedWork W128600381 @default.
- W3080632014 hasRelatedWork W1556617452 @default.
- W3080632014 hasRelatedWork W1820009882 @default.
- W3080632014 hasRelatedWork W1975371881 @default.
- W3080632014 hasRelatedWork W1987849570 @default.
- W3080632014 hasRelatedWork W1995998333 @default.
- W3080632014 hasRelatedWork W2034189688 @default.
- W3080632014 hasRelatedWork W2058032269 @default.
- W3080632014 hasRelatedWork W2085984096 @default.
- W3080632014 hasRelatedWork W2094918669 @default.
- W3080632014 hasRelatedWork W2105257190 @default.
- W3080632014 hasRelatedWork W2351627612 @default.
- W3080632014 hasRelatedWork W2501964107 @default.
- W3080632014 hasRelatedWork W2503243701 @default.
- W3080632014 hasRelatedWork W3122758345 @default.
- W3080632014 hasRelatedWork W3123029905 @default.
- W3080632014 hasRelatedWork W3124928170 @default.
- W3080632014 hasRelatedWork W3125281870 @default.
- W3080632014 hasRelatedWork W3175737312 @default.
- W3080632014 hasRelatedWork W1658387183 @default.
- W3080632014 isParatext "false" @default.
- W3080632014 isRetracted "false" @default.
- W3080632014 magId "3080632014" @default.
- W3080632014 workType "article" @default.