Limits to arbitrage when market participation is restricted
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- Thorsten Hens & P. Jean-Jacques Herings & Arkadi Predtetchinskii, "undated". "Limits to Arbitrage when Market Participation Is Restricted," IEW - Working Papers 176, Institute for Empirical Research in Economics - University of Zurich.
- Hens Thorsten & Herings P. Jean-Jacques & Predtetchinskii Arkadi, 2003. "Limits to Arbitrage when Market Participation Is Restricted," Research Memorandum 061, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
References listed on IDEAS
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- Timothy van Zandt, 1999. "Real-Time Decentralized Information Processing as a Model of Organizations with Boundedly Rational Agents," Review of Economic Studies, Oxford University Press, vol. 66(3), pages 633-658.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Carosi, Laura & Gori, Michele & Villanacci, Antonio, 2009. "Endogenous restricted participation in general financial equilibrium," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 787-806, December.
- Gori, Michele & Pireddu, Marina & Villanacci, Antonio, 2013. "Regularity and Pareto improving on financial equilibria with price-dependent borrowing restrictions," Research in Economics, Elsevier, vol. 67(1), pages 100-110.
- Bernard Cornet & Ramu Gopalan, 2010.
"Arbitrage and equilibrium with portfolio constraints,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
- Michele Gori & Marina Pireddu & Antonio Villanacci, 2010. "Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions," Working Papers - Mathematical Economics 2010-08, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Aug 2012.
- Knaut, Andreas & Paschmann, Martin, 2017. "Decoding Restricted Participation in Sequential Electricity Markets," EWI Working Papers 2017-5, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), revised 31 Aug 2017.
- Alasdair Brown, 2013. "Information Acquisition in Ostensibly Efficient Markets," University of East Anglia Applied and Financial Economics Working Paper Series 043, School of Economics, University of East Anglia, Norwich, UK..
- Michail Anthropelos & Constantinos Kardaras, 2018. "Equilibrium in thin security markets under restricted participation," Papers 1802.09954, arXiv.org.
More about this item
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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