Use of arbitrage in Sentences. 29 Examples
The examples include arbitrage at the start of sentence, arbitrage at the end of sentence and arbitrage in the middle of sentence
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arbitrage at the start of sentence
- Arbitrage restores the no-Arbitrage condition by increasing the demand for the underpriced asset and increasing the supply of the overpriced asset.
arbitrage at the end of sentence
- Our investors always took risk; high-wire act would have been more accurate than arbitrage.
- The most important form of programme trading is the buying and selling of shares as part of index arbitrage.
- The weakest test of conformity with the no-arbitrage condition uses the bounds set by the transactions costs of arbitrage.
arbitrage in the middle of sentence
- In Chapter 6 the variant known as the arbitrage pricing model will be presented.
- So to avoid significant arbitrage profits, the futures and spot prices must converge.
- This price change will produce a matching change in the weights of an arbitrage portfolio.
- Over time, these arbitrage profits have become riskier, and their average size has declined.
- He examined whether a mispricing triggered index arbitrage transactions within a few minutes.
- Provided the futures price lies somewhere within this band, no arbitrage opportunities exist.
- Tokyo stocks rose Tuesday to finish at their highs, pushed up by index-linked and arbitrage buying.
- After allowing for transactions costs, he concluded that very few arbitrage opportunities remained.
- They fear an end to the open outcry system and a lack of arbitrage opportunities on the new system.
- If the actual sterling-dollar exchange rate differs from 2.00, then an arbitrage opportunity exists.
- The introduction of a trading lag of half a day reduced, but did not eliminate, these arbitrage profits.
- As well as searching for arbitrage opportunities, computers can also be used to initiate programme trades.
- This arbitrage opportunity raises the attractiveness of sterling and reduces the attractiveness of dollars.
- He rejected stale prices as a cause, but found some support for arbitrage risk as an explanation of mispricing.
- Some estimates of the round-trip transactions costs involved in stock index arbitrage are set out in Table 5.1.
- This delayed cash flow will alter the net present value of an arbitrage transaction which involves buying shares.
- It is a disequilibrium situation which can not survive as it offers investors a profitable arbitrage opportunity.
- The justification for this assumption is that the arbitrage transaction is riskless, and so repayment is guaranteed.
- This will result in an unpredictable profit or loss, in addition to the certain arbitrage profit that motivated the trade.
- Markets typically include a provision for resolving disagreements by returning the product or through arbitrage in other cases.
- It is also possible that the shares chosen for inclusion in the arbitrage portfolio are those which have a high price elasticity.
- Finally, the management of the fund may be unfamiliar with futures trading, and be cautious about engaging in arbitrage transactions.
- Many previous studies have assumed that it is possible to establish an arbitrage position at the prices used to compute the mispricing.
- Index arbitrage is used to gain risk-free profits from short-term differences in the price of the index futures and the underlying shares.
- When they allowed for four different levels of transactions costs, they concluded that many potential opportunities for profitable arbitrage remained.
