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Capital Market Equilibrium with Mispricing and Arbitrage Activity

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  • Süleyman Basak
  • Benjamin Croitoru

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  • Süleyman Basak & Benjamin Croitoru, "undated". "Capital Market Equilibrium with Mispricing and Arbitrage Activity," Rodney L. White Center for Financial Research Working Papers 06-98, Wharton School Rodney L. White Center for Financial Research.
  • Handle: RePEc:fth:pennfi:06-98
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    1. Comment, Robert & Schwert, G. William, 1995. "Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures," Journal of Financial Economics, Elsevier, vol. 39(1), pages 3-43, September.
    2. Mitchell, Mark L. & Mulherin, J. Harold, 1996. "The impact of industry shocks on takeover and restructuring activity," Journal of Financial Economics, Elsevier, vol. 41(2), pages 193-229, June.
    3. Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-853, October.
    4. Mian, Shehzad L., 1996. "Evidence on Corporate Hedging Policy," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(03), pages 419-439, September.
    5. Comment, Robert & Jarrell, Gregg A., 1995. "Corporate focus and stock returns," Journal of Financial Economics, Elsevier, vol. 37(1), pages 67-87, January.
    6. Collins, Daniel W. & Rozeff, Michael S. & Dhaliwal, Dan S., 1981. "The economic determinants of the market reaction to proposed mandatory accounting changes in the oil and gas industry: A cross-sectional analysis," Journal of Accounting and Economics, Elsevier, vol. 3(1), pages 37-71, March.
    7. Peter Tufano, 1998. "The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry," Journal of Finance, American Finance Association, vol. 53(3), pages 1015-1052, June.
    8. Raghuram Rajan & Henri Servaes & Luigi Zingales, 2000. "The Cost of Diversity: The Diversification Discount and Inefficient Investment," Journal of Finance, American Finance Association, vol. 55(1), pages 35-80, February.
    9. repec:bla:joares:v:34:y:1996:i::p:135-155 is not listed on IDEAS
    10. Pourciau, Susan, 1993. "Earnings management and nonroutine executive changes," Journal of Accounting and Economics, Elsevier, vol. 16(1-3), pages 317-336, April.
    11. Catherine Schrand & Haluk Unal, 1998. "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions," Journal of Finance, American Finance Association, vol. 53(3), pages 979-1013, June.
    12. Masten, Scott E & Crocker, Keith J, 1985. "Efficient Adaptation in Long-term Contracts: Take-or-Pay Provisions for Natural Gas," American Economic Review, American Economic Association, vol. 75(5), pages 1083-1093, December.
    13. René M. Stulz, 1996. "Rethinking Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 9(3), pages 8-25.
    14. Chen, Andrew H & Sanger, Gary C, 1985. "An Analysis of the Impact of Regulatory Change: The Case of Natural Gas Deregulation," The Financial Review, Eastern Finance Association, vol. 20(1), pages 36-54, February.
    15. Dutz, Mark A., 1989. "Horizontal mergers in declining industries : Theory and evidence," International Journal of Industrial Organization, Elsevier, vol. 7(1), pages 11-33, March.
    16. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
    17. Healy, Paul M. & Kang, Sok-Hyon & Palepu, Krishna G., 1987. "The effect of accounting procedure changes on CEOs' cash salary and bonus compensation," Journal of Accounting and Economics, Elsevier, vol. 9(1), pages 7-34, April.
    18. Guay, Wayne R., 1999. "The impact of derivatives on firm risk: An empirical examination of new derivative users1," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 319-351, January.
    19. Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine, 1997. " Why Firms Use Currency Derivatives," Journal of Finance, American Finance Association, vol. 52(4), pages 1323-1354, September.
    20. Parsons, John E, 1989. " Estimating the Strategic Value of Long-term Forward Purchase Contracts Using Auction Models," Journal of Finance, American Finance Association, vol. 44(4), pages 981-1010, September.
    21. Berger, Philip G. & Ofek, Eli, 1995. "Diversification's effect on firm value," Journal of Financial Economics, Elsevier, vol. 37(1), pages 39-65, January.
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