Concepedia

Basis Arbitrage Opportunities

Basis Arbitrage Opportunities is a financial market strategy that identifies and exploits deviations between the spot price of a commodity and its corresponding futures price, beyond normal transaction costs, to generate risk-adjusted profits through simultaneous offsetting positions in the spot and futures markets.

10

Publications

297

Citations

19

Authors

10

Institutions

Publications per year

2017–2026

1

Parents

Publications

10

Are There Arbitrage Opportunities in the Market for American Depository Receipts

Kiyoshi Katō, Scott C. Linn, James S. Schallheim · Journal of International Financial Markets Institutions and Money · 2008 · 71 citations

, , +10

Arbitrage opportunities in the depositary receipts market: Myth or reality?

E. Dante Suarez · Journal of International Financial Markets Institutions and Money · 2005 · 43 citations

, , +12

Arbitrage Opportunities in the Japanese Stock and Futures Markets

Menachem Brenner, Marti G. Subrahmanyam, Jun Uno · Financial Analysts Journal · 1990 · 43 citations

, , +16

The Persistent Negative Cds-Bond Basis during the 2007/08 Financial Crisis

Alessandro Fontana · RePEc: Research Papers in Economics · 2010 · 32 citations

, , +17

Arbitrage Opportunities in the American Depository Receipts Market Revisited

Mahmoud Wahab, Malek Lashgari, Fcp Richard J. Cohn MBBCh et al. · Journal of International Financial Markets Institutions and Money · 2011 · 25 citations

, , +11

1–5 of 10

Authors

19

  1. IG
    Imen Ghadhab

    Tunis University, Tunisia

    2 publications · 28 citations

    2

    h-index

  2. SC
    Scott C. Linn

    University of Oklahoma, United States

    1 publications · 71 citations

    1

    h-index

  3. KK
    Kiyoshi Katō

    University of Utah, United States

    1 publications · 71 citations

    1

    h-index

  4. RA
    Richard A. Cohn

    Northwestern University, United States

    1 publications · 25 citations

    1

    h-index

  5. MW
    Mahmoud Wahab

    University of Hartford, United States

    1 publications · 25 citations

    1

    h-index

1–5 of 19

Institutions

10

  1. Tunis University

    Tunis, Tunisia

    2 h-index

    2 publications

    28 citations

  2. Tunis El Manar University

    Tunis, Tunisia

    2 h-index

    2 publications

    28 citations

  3. Higher Institute of Food Industries of Tunis

    Tunis, Tunisia

    1 h-index

    1 publications

    16 citations

  4. Federal Reserve Bank of Atlanta

    Georgiana, United States

    1 h-index

    1 publications

    23 citations

  5. University of Cincinnati Medical Center

    Cincinnati, United States

    1 h-index

    1 publications

    23 citations

  6. College of Business Administration

    Riga, Latvia

    1 h-index

    1 publications

    23 citations

  7. Ca' Foscari University of Venice

    Venice, Italy

    1 h-index

    1 publications

    32 citations

  8. Trinity University

    San Antonio, United States

    1 h-index

    1 publications

    43 citations

1–8 of 10

Venues

  1. 3

    h-index

  2. Journal of Multinational Financial Management

    2 publications · 28 citations

    2

    h-index

  3. Financial Analysts Journal

    FAJ · 1 publications · 43 citations

    1

    h-index

  4. Journal of Futures Markets

    1 publications · 18 citations

    1

    h-index

  5. The Journal of Derivatives

    1 publications · 23 citations

    1

    h-index

1–5