noun
COLLOCATIONS FROM CORPUS
■ NOUN
index
▪
Some estimates of the round-trip transactions costs involved in stock index arbitrage are set out in Table 5.1.
▪
There are two types of programme trading - index arbitrage and portfolio insurance.
▪
He examined whether a mispricing triggered index arbitrage transactions within a few minutes.
▪
The most important form of programme trading is the buying and selling of shares as part of index arbitrage .
opportunity
▪
They fear an end to the open outcry system and a lack of arbitrage opportunities on the new system.
▪
After allowing for transactions costs, he concluded that very few arbitrage opportunities remained.
▪
It is a disequilibrium situation which can not survive as it offers investors a profitable arbitrage opportunity .
▪
If the actual sterling-dollar exchange rate differs from 2.00, then an arbitrage opportunity exists.
▪
This arbitrage opportunity raises the attractiveness of sterling and reduces the attractiveness of dollars.
▪
As well as searching for arbitrage opportunities , computers can also be used to initiate programme trades.
▪
Provided the futures price lies somewhere within this band, no arbitrage opportunities exist.
▪
The importance of computers is that these arbitrage opportunities can be quickly spotted and capitalised upon.
portfolio
▪
This price change will produce a matching change in the weights of an arbitrage portfolio .
▪
It is also possible that the shares chosen for inclusion in the arbitrage portfolio are those which have a high price elasticity.
profit
▪
This will result in an unpredictable profit or loss, in addition to the certain arbitrage profit that motivated the trade.
▪
The introduction of a trading lag of half a day reduced, but did not eliminate, these arbitrage profits .
▪
So to avoid significant arbitrage profits , the futures and spot prices must converge.
▪
Over time, these arbitrage profits have become riskier, and their average size has declined.
EXAMPLES FROM CORPUS
▪
He rejected stale prices as a cause, but found some support for arbitrage risk as an explanation of mispricing.
▪
In Chapter 6 the variant known as the arbitrage pricing model will be presented.
▪
Markets typically include a provision for resolving disagreements by returning the product or through arbitrage in other cases.
▪
Our investors always took risk; high-wire act would have been more accurate than arbitrage .
▪
The justification for this assumption is that the arbitrage transaction is riskless, and so repayment is guaranteed.
▪
This arbitrage opportunity raises the attractiveness of sterling and reduces the attractiveness of dollars.
▪
This delayed cash flow will alter the net present value of an arbitrage transaction which involves buying shares.
▪
When they allowed for four different levels of transactions costs, they concluded that many potential opportunities for profitable arbitrage remained.