Endogenous market integration, manipulation and limits to arbitrage
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Publication:2493123
DOI10.1016/j.jmateco.2004.12.010zbMath1128.91032OpenAlexW2071552821MaRDI QIDQ2493123
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
Related Items
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
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