to arbitrage

English - Turkish

Definition of to arbitrage in English Turkish dictionary

{i} arbitraj

bir borsada satın alınan tahvilatı aynı zamanda diğer bir borsada kâr ile satma

(isim) arbitraj

dövizi ucuz olduğu piyasadan alıp pahalı olduğu piyasada satmak

(Kanun) hakem kararı

hakem vasıtası ile bir davayı halletme

uluslararası döviz piyasalarındaki kur farklarından yararlanarak

English - English

Definition of to arbitrage in English English dictionary

Any market activity in which a commodity is bought and then sold quickly, for a profit which substantially exceeds the transaction cost

a. 1973, Benjamin Graham, The Intelligent Investor, edition 2003 HarperCollins ed., page 174:But in recent years, for reasons we shall develop later, the field of arbitrages and workouts became riskier and less profitable.

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

To engage in arbitrage in, between, or among

To employ [[#Noun|arbitrage]]

The simultaneous buying and selling of the same commodity or foreign exchange in two or more markets to take advantage of price differentials

The process in which professional traders simultaneously buy and sell the same or equivalent securities for a riskless profit See also Risk Arbitrage

Judgment by an arbiter; authoritative determination

The simultaneous purchase of a commodity/derivative in one market and the sale of the same, or similar, commodity/derivative in another market in order to exploit price differentials

The simultaneous purchase and sale of similar or identical commodities in two different markets in hope of gaining a profit from price differences

The simultaneous purchase and sale of similar commodities in different markets to take advantage of price discrepancy

Arbitrage involves the simultaneous purchase of a security in one market and the sale of it or a derivative product in another market to profit from price differentials between the two markets (See derivative)

A zero-risk, zero net investment strategy that still provides profit This is facilitated by taking advantages of current prices in different markets, which allows the investor to buy an asset at a price in one market, and sell it at a higher price in another market

The simultaneous purchase and sale of similar instruments in different markets to take advantage of price discrepancies

The simultaneous purchase and sale of similar commodities in different markets to take advantage of a price discrepancy

The simultaneous purchase and sale on different markets, of the same or equivalent financial instruments to profit from price or currency differentials The exchange rate differential or Swap points May be derived from Deposit Rate differentials

The simultaneous purchase of a security on one stock exchange and sale of the same security or an equivalent of that security on the same or another exchange which can result in a profit The profit is the difference between the buy and sell prices and is usually a very small amount per unit Arbitrage is a sophisticated manoeuvre executed by professional traders

The purchase of securities on one market for immediate resale on another market in order to profit from a price or currency discrepancy

The simultaneous buying and selling of a security at two different prices in two different markets The arbitrageur makes money by taking advantage of the price disparity by selling in one market while simultaneously buying in the other Since the disparity is usually very small, a large volume is required to lock in a significant profit for the arbitrageur Perfectly efficient markets present no arbitrage opportunities Fortunately, perfectly efficient markets seldom exist BACK TO TOP

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

the practice of quickly buying and selling foreign currencies in different markets in order to make a profit

Taking advantage of countervailing prices in different markets by the purchase or sale of an instrument and simultaneous taking of an equal and opposite position in a related market to profit from small price differentials

In finance, arbitrage is the activity of buying shares or currency in one financial market and selling it at a profit in another. the process of buying something such as raw materials or currency in one place and selling them immediately in another place in order to make a profit from the difference in prices arbitrager (arbitrer, from arbitrari; ARBITRATE). Business operation involving the purchase of foreign currency, gold, financial securities, or commodities in one market and their almost simultaneous sale in another market, in order to profit from price differentials existing between the markets. In the 1980s a form of speculation called risk arbitrage arose, in which speculators tried to identify companies targeted for takeover and buy blocks of their stock, to be resold at a profit when the takeover was announced and the company's stock rose in value. See also insider trading; security

Arbitrageurs make their living by seizing on price differences for a security that is traded on a different market or in a different form, such as an option or a futures contract Someone who buys, say, a soybean contract on one market and sells a soybean contract on another exchange is practicing arbitrage by locking in a profit

any market activity where a commodity is bought and sold quickly for a profit which far exceeds the transaction cost

practice arbitrage, as in the stock market

The simultaneous purchase on one exchange and sale on another of the same or equivalent financial instruments in order to benefit from price or currency differentials

A traffic in bills of exchange (see Arbitration of Exchange); also, a traffic in stocks which bear differing values at the same time in different markets

{f} (Finance) practice arbitrage in the stock market

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

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 $ 50 a share, less expenses Arbitrage may also involve the purchase of rights to subscribe to a security, or the purchase of a convertible security - and the sale at or about the same time of the security obtainable through exercise of the rights or of the security obtainable through conversion

Simultaneous purchase of cash commodities or futures in one market against the sale of cash commodities or futures in the same or different markets or time periods with the intention of profiting from a discrepancy in prices

{i} simultaneous purchase and sale of commodities or financial instruments in various markets to profit from unequal prices without risk (Finance); arbitration, settling of a dispute by a mutually chosen mediator (Archaic)

The simultaneous buying and selling of two different, but closely related, securities to take advantage of a disparity in their prices in one market or different markets

The process in which one bank rips off another one by selling it something at the wrong price OK, that was a bit facetious, even if it's pretty accurate It's the process by which small, local price differences in a share are exploited and thus evened out For instance, Unilever trades on the stock exchanges in London and in Holland and any changes in price in one market - say, through an institution selling off a large chunk of shares in London - will also rapidly be reflected on the other market through arbitrage

Earning profits by buying a good or an asset in one place (or time) and selling it in another place (or time) where its price is higher In this book, arbitrage is used to derive equilibrium conditions in financial markets: in equilibrium, there can be no arbitrage opportunities left for financiers to exploit Thus, for example, any differential in interest rates paid on investments at home and investments abroad must be offset by an expected change in the exchange rate

The simultaneous purchase and sale of similar commodities in different markets to take advantage of a price discrepancy See also Spreading

Simultaneous purchase and sale of two different contracts (or a combination of cash and futures) to take advantage of perceived mispricing In a pure arbitrage, mispricing is locked in and a risk-free profit made through trades

The purchase of assets, such as securities, on one market for immediate resale on another market to take advantage of price differences

Hyphenation

to ar·bi·trage

Turkish pronunciation

tı ärbîträj

Pronunciation

/tə ˈärbəˌträᴢʜ/ /tə ˈɑːrbɪˌtrɑːʒ/