A general equilibrium analysis of strategic arbitrage
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Publication:705900
DOI10.1016/j.jmateco.2003.09.002zbMath1085.91035OpenAlexW1976887744MaRDI QIDQ705900
Publication date: 16 February 2005
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2003.09.002
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 market integration, manipulation and limits to arbitrage ⋮ Arbitrage pricing in non-Walrasian financial markets
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