Price impact in Nash equilibria
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Publication:2697496
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Cites work
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Cited in
(8)- Price impact under heterogeneous beliefs and restricted participation
- A simple microstructural explanation of the concavity of price impact
- A market game for assets and taxed investors.
- Nash equilibria for relative investors with (non)linear price impact
- High-frequency limit of Nash equilibria in a market impact game with transient price impact
- Closed‐loop Nash competition for liquidity
- Impact of two types of asymmetry on asset prices in delegated portfolio management
- Endogenous inverse demand functions
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