This high - water mark for the bond /
stock arbitrage strategy hasn't been matched since, and one might argue that high global economic and political risk made stock markets less attractive during the mid-20th century.
Not exact matches
Convertible Arbitage - a convertible
arbitrage is a plan of
strategy involving the purchase of convertible
stock.
For example, day traders using
arbitrage strategies will profit from the difference in price between an American Depository Receipt («ADR») and foreign
stock until there's virtually no price difference left minus the risk premium.
Merger
Arbitrage is a hedge fund
strategy in which the
stocks of two merging companies are simultaneously bought and sold to create a riskless profit.
Located sectors or individual
stock leaders to affect
arbitrage strategy.