Online Google Dictionary

arbitrage 中文解釋 wordnet sense Collocation Usage Collins Definition
Verb
/ˈärbiˌträZH/,
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The simultaneous buying and selling of securities, currency, or commodities in different markets or in derivative forms in order to take advantage of differing prices for the same asset,
  1. Buy and sell assets in such a way

Noun
  1. The simultaneous buying and selling of securities, currency, or commodities in different markets or in derivative forms in order to take advantage of differing prices for the same asset

  1. practice arbitrage, as in the stock market
  2. a kind of hedged investment meant to capture slight differences in price; when there is a difference in the price of something on two different markets the arbitrageur simultaneously buys at the lower price and sells at the higher price
  3. In economics and finance, arbitrage is the practice of taking advantage of a price difference between two or more markets: striking a combination of matching deals that capitalize upon the imbalance, the profit being the difference between the market prices. ...
  4. The practice of quickly buying and selling foreign currencies in different markets in order to make a profit; The purchase of the stock of a future takeover target, with the expectation that the stock will be sold to the person executing the takeover at a higher price; Any market activity in ...
  5. (Arbitraging) Taking advantage of discrepancies between the traded price of an ETF and its indicative net asset value.
  6. The purchase or sale of an instrument and simultaneous taking of an equal and opposite position in a related market, in order to take advantage of small price differentials between markets.
  7. Buying securities in one market and then selling them immediately in another market to make a profit on the price discrepancy
  8. To arbitrage is to make a combination of bets such that if one bet loses another wins. There is an implication of having an edge, at no or low risk. Arbitrage can also be used as a noun. Hedge has a similar meaning, but does not carry the implication of having an edge.
  9. The simultaneous purchase and sale of similar commodities in different markets to take advantage of price discrepancy.
  10. A combination of bets which guarantees a theoretical risk free profit. These sometimes occur when one bookie offers a price which is out of line with the rest of the market. Opportunities don't last long as the bookie will adjust their prices accordingly.
  11. A transaction where the operator takes advantage of a communication delay time. Where the coffee is purchased and sold simultaneously to the advantage of the operator.
  12. Where a variation in odds available allows a punter to back both sides and guarantee a win.
  13. A technique employed to take advantage of differences in price. If, for example, ABC stock can be bought in New York for $10 a share and sold in London at $10.50, an arbitrageur may simultaneously purchase ABC stock here and sell the same amount in London, making a profit of $. ...
  14. Simultaneous purchase of cash commodities or futures in one market against the sale of cash commodities or futures in the same or a different market to profit from a discrepancy in prices. Also includes some aspects of hedging. See Spread, Switch.
  15. The simultaneous purchase and sale of identical or equivalent financial instruments or commodity futures in order to benefit from a discrepancy in their price relationship.
  16. Profiting from differences in the price of a single currency pair that is traded on more than one market.
  17. The practice of exchanging the currency of one country for that of another or a series of countries to gain an advantage from the difference in exchange rates.
  18. simultaneous buying and selling a commodity in different markets to take advantage of price differentials.
  19. The interest rate differential that exists when proceeds from a municipal bond - which is tax-free and carries a lower yield - are invested in taxable securities with a yield that is higher. ...
  20. This is the practice of simultaneously buying and selling the same (or equivalent securities) to profit from the disparity in their prevailing prices in separate markets. ...
  21. When a price differential arises, creating an opportunity to profit through buying and selling. Arbitrage is a "riskless" opportunity to profit, as there is no uncertainty involved. ...
  22. Buying on one exchange and selling on another at virtually the same moment to take advantage of a price variation in a company's shares listed on the two exchanges.
  23. Arbitrage is a simultaneous purchase and sale transaction that takes advantage of inequalities between two different markets. It is usually available for a specific transaction for only a short period of time before it is corrected by one or both markets.
  24. Typically consists in buying and reselling financial instruments (or others closely related to them), over a short time horizon with the aim of profiting from the difference in price arising from market inefficiency.
  25. The simultaneous purchase and sale of financial instruments to take advantage of inefficiencies between international capital markets, thereby lowering the cost of funds.