Endogenous market integration, manipulation and limits to arbitrage

DOI10.1016/j.jmateco.2004.12.010zbMath1128.91032OpenAlexW2071552821MaRDI QIDQ2493123

Jean-Pierre Zigrand

Publication date: 9 June 2006

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2004.12.010

zbMATH Keywords

restricted participationstrategic intermediation

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Price impact under heterogeneous beliefs and restricted participation ⋮ No-arbitrage, state prices and trade in thin financial markets ⋮ Walrasian foundations for equilibria in segmented markets ⋮ Endogenous restricted participation in general financial equilibrium

Cites Work

• Unnamed Item
• A general equilibrium analysis of strategic arbitrage
• Limit theorems for markets with sequential bargaining
• The limit points of monopolistic competition
• Cournot and Walras equilibrium
• The non-cooperative equilibria of a trading economy with complete markets and consistent prices
• General equilibrium with endogenously incomplete financial markets
• Diversification and competition: Financial intermediation in a large Cournot-Walras economy
• Arbitrage and the flattening effect of large numbers
• Walrasian allocations without price-taking behavior
• Non-Walrasian equilibria and the law of one price
• A strategic market game with complete markets
• Equilibrium in a Market with Sequential Bargaining
• Bargaining and Competition Part I: Characterization
• Bargaining and Competition Part II: Existence
• Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium

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