Arbitrage with financial constraints and market power
From MaRDI portal
Publication:6537243
DOI10.1016/J.JET.2024.105825zbMATH Open1539.9112MaRDI QIDQ6537243FDOQ6537243
Authors: Vincent Fardeau 
Publication date: 14 May 2024
Published in: Journal of Economic Theory (Search for Journal in Brave)
Recommendations
- Financially constrained arbitrage in illiquid markets
- Financial relationships and the limits to arbitrage
- Limits to arbitrage when market participation is restricted
- A general equilibrium analysis of strategic arbitrage
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
Cites Work
- Foundations of dynamic monopoly and the Coase conjecture
- Institutional Investors and Stock Market Volatility
- Strategic Trading and Welfare in a Dynamic Market
- Capacity Choice Counters the Coase Conjecture
- Consumption choice and asset pricing with a non-price-taking agent
- Financially constrained arbitrage in illiquid markets
- The rise of market power and the macroeconomic implications
This page was built for publication: Arbitrage with financial constraints and market power
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6537243)
