No-arbitrage, state prices and trade in thin financial markets (Q420983): Difference between revisions

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Property / Mathematics Subject Classification ID: 91B25 / rank
 
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Property / Mathematics Subject Classification ID: 91G80 / rank
 
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Property / zbMATH DE Number: 6037960 / rank
 
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asset pricing
Property / zbMATH Keywords: asset pricing / rank
 
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institutional traders
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price impact
Property / zbMATH Keywords: price impact / rank
 
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thin markets
Property / zbMATH Keywords: thin markets / rank
 
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pricing kernel
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Property / full work available at URL: https://doi.org/10.1007/s00199-010-0567-5 / rank
 
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Property / OpenAlex ID: W2030788018 / rank
 
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Property / cites work: Q4267848 / rank
 
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Latest revision as of 07:02, 5 July 2024

scientific article
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No-arbitrage, state prices and trade in thin financial markets
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    No-arbitrage, state prices and trade in thin financial markets (English)
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    23 May 2012
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    asset pricing
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    institutional traders
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    price impact
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    thin markets
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    pricing kernel
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