No-arbitrage, state prices and trade in thin financial markets
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Publication:420983
DOI10.1007/s00199-010-0567-5zbMath1258.91071OpenAlexW2030788018MaRDI QIDQ420983
Marek Weretka, Andrés Carvajal
Publication date: 23 May 2012
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-010-0567-5
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Related Items (7)
Savings and default ⋮ A theorem of the alternative with an arbitrary number of inequalities and quadratic programming ⋮ The effect of market power on risk-sharing ⋮ Unhedgeable shocks and statistical economic equilibrium ⋮ Endogenous market power ⋮ Pricing rules and Arrow-Debreu ambiguous valuation ⋮ Arbitrage pricing in non-Walrasian financial markets
Cites Work
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- A general equilibrium analysis of strategic arbitrage
- Strategic market games: an introduction.
- Non-Walrasian equilibria and the law of one price
- Arbitrage and equilibrium in strategic security markets
- Endogenous market integration, manipulation and limits to arbitrage
- Institutional Investors and Equity Prices
- Price Inference in Small Markets
- Informed Speculation with Imperfect Competition
- Strategic Trading and Welfare in a Dynamic Market
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